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Doklady Akademii Nauk SSSR, 1978, Volume 241, Number 1, Pages 34–36 (Mi dan41820)  
MATHEMATICS

An explicit formula for the mean square error of a linear extrapolation of a stationary random process with rational spectral density

M. I. Fortus

Institute of Atmospheric Physics Academy of Sciences of the USSR, Moscow
Full-text PDF (300 kB)
Presented: A. N. Kolmogorov
Received: 03.03.1978
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: M. I. Fortus, “An explicit formula for the mean square error of a linear extrapolation of a stationary random process with rational spectral density”, Dokl. Akad. Nauk SSSR, 241:1 (1978), 34–36
Citation in format AMSBIB
\Bibitem{For78}
\by M.~I.~Fortus
\paper An explicit formula for the mean square error of a linear extrapolation of a stationary random process with rational spectral density
\jour Dokl. Akad. Nauk SSSR
\yr 1978
\vol 241
\issue 1
\pages 34--36
\mathnet{http://mi.mathnet.ru/dan41820}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0510887}
\zmath{https://zbmath.org/?q=an:0413.60038}
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