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Original Articles

Zur adaptiven vorhersage von stationären zufälligen folgen mit rationaler spektraldichte

Pages 467-482 | Received 01 Jan 1976, Published online: 27 Jun 2007

References

  • Gardneb , L.A. 1964 . Adaptive predictors . Transactions of the Third Prague Conference on Information Theory, Statistical Decision Functions and Random Processes . 1964 . pp. 123 – 192 . Prague .
  • Gnther , R. 1975 . “ Adaptive Vorhersage von stationären zufalligen Folgen mit rationaler Spektraldichte ” . In Dissertation , Jena : Friedrieh-Sehiller-Universität .
  • Karhunen , K. 1959 . Über die Siruktur stationarer zufälliger Funkiionen Berlin
  • Whittle , P. 1963 . Prediction and Regulation by Linear Least-Square Methods London
  • Wiener , N. 1949 . Extrapolation, Interpolation and Smoothing of Stationary Time Series New York
  • Wiener N. Masani P. Prediction theory of multivariate stochastic processes I-II Acta Math 1957 98 111 150 (1957/1958) 99, 93-137.

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