Geodesic
Prediction problems and Hunt--Muckenhoupt--Wheeden condition
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 73-83

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Let $x[{\cdot}]$ be a process stationary in the wide sense and having spectral density $f$. We find conditions (formulated in spectral terms) under which a construction of an asymptotically optimal (in a proper sense) prediction is stable with respect to deformations of the spectral density $f$. 
@article{ZNSL_1999_260_a4,
     author = {V. N. Solev and Ch. Bulot},
     title = {Prediction problems and {Hunt--Muckenhoupt--Wheeden} condition},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {73--83},
     publisher = {mathdoc},
     volume = {260},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a4/}
}
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V. N. Solev; Ch. Bulot. Prediction problems and Hunt--Muckenhoupt--Wheeden condition. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 73-83. http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a4/