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Innovation processes associated with stationary Gaussian processes with application to the problem of prediction
Published online by Cambridge University Press: 22 January 2016
Extract
As a continuation of the previous paper [7], we shall consider in this paper the problem of prediction given bounded intervals and obtain integral representations of predictors and prediction errors. For that purpose we shall introduce innovation processes well matched with bounded intervals. We follow the notation and terminology in [6].
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1978
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