Autor:	Valentin Solev, C. Bulot
Rok vydání:	2002
Předmět:	Statistics and Probability Combinatorics Pure mathematics Asymptotically optimal algorithm Applied Mathematics General Mathematics Process (computing) Bibliography Spectral density Sense (electronics) Mathematics
Zdroj:	Journal of Mathematical Sciences. 109:2079-2087
ISSN:	1072-3374
DOI:	10.1023/a:1014569014177
Popis:	Let \(\user1{x}[ \cdot {\text{ }}]\) 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. Bibliography: 5 titles.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f6ec6593ce8b8e83ed6a2a6628407e76 https://doi.org/10.1023/a:1014569014177 Zobrazit plný text záznamu Full text from SpringerLink