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Explicit extrapolation of stationary processes with generalized rational spectral density

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Literature cited

  1. S. V. Grigor'ev and E. P. Fadeeva, “Extrapolation of processes with spectral density whose denominator is a quasipolynomial,” Izv. Vyssh. Uchebn. Zaved., Mat., No. 6 (1977).

  2. E. P. Fadeeva, “The solution of the problem of extrapolation for a class of random processes,” in: Studies in Applied Mathematics [in Russian], Vol. 5, Kazan State Univ. (1976).

  3. E. P. Fadeeva, “The extrapolation problem for a finite interval for a stationary process of a special form,” in: Studies in Applied Mathemtics [in Russian], Vol. 5, Kazan State Univ. (1976).

  4. N. G. Chebotarev and N. N. Meiman, “The Rouse-Hurwitz problem for polynomials and integer functions,” Trudy Mat. Inst. im V. A. Steklova, Akad. Nauk SSSR,26 (1949).

  5. A. M. Yaglom, “Extrapolation, interpolation and filtration of stationary random processes with rational spectral density,” Trudy Mosk. Mat. Obshch.,4 (1955).

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  1. E. P. Fadeeva
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Translated from Issledovaniya po Prikladnoi Matematike, No. 7, pp. 84–94, 1979.

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Fadeeva, E.P. Explicit extrapolation of stationary processes with generalized rational spectral density. J Math Sci 43, 2474–2480 (1988). https://doi.org/10.1007/BF01095655

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  • DOI: https://doi.org/10.1007/BF01095655

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