Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 419-431
Citer cet article
V. M. Adamyan; D. Z. Arov. A general solution of a problem in linear prediction of stationary processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 419-431. http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a1/
@article{TVP_1968_13_3_a1,
author = {V. M. Adamyan and D. Z. Arov},
title = {A~general solution of a~problem in linear prediction of stationary processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {419--431},
year = {1968},
volume = {13},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a1/}
}
TY - JOUR
AU - V. M. Adamyan
AU - D. Z. Arov
TI - A general solution of a problem in linear prediction of stationary processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1968
SP - 419
EP - 431
VL - 13
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a1/
LA - ru
ID - TVP_1968_13_3_a1
ER -
%0 Journal Article
%A V. M. Adamyan
%A D. Z. Arov
%T A general solution of a problem in linear prediction of stationary processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1968
%P 419-431
%V 13
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a1/
%G ru
%F TVP_1968_13_3_a1
Let $\xi(t)$ and $\eta(t)$ be stationary in the wide sense processes, $\xi$ and $\eta$ being stationary connected. It is required to find the best linear prediction of a random variable $\xi(\tau)$, $\tau>0$, in terms of known values of $\xi(t)$ for $t\le0$ and $\eta(t)$ for $t\ge T$. In the paper a general solution of this problem is given.
