A GENERAL SOLUTION OF A PROBLEM IN LINEAR PREDICTION OF STATIONARY PROCESSES

[1] ADAMJAN VM, 1966, MATEM ISSLEDOVANYA, P3

[2] Akhiezer N.I, 1961, THEORY LINEAR OPERAT

[3] Naimark M. A., 1955, USP MAT NAUK, V10, P111

[4] ROZANOV YA, 1960, THEORY PROB APPLICAT, V5, P336

[5] ROZANOV YA, 1963, STATIONARY RADOM PRO

[6] Yaglom A. M., 1955, T MOSK MAT OBS, V4, P237

[7] YAGLOM AM, 1960, THEOR PROBAB APPL, V5, P239, DOI DOI 10.1137/1105025.2015

[1] ADAMJAN VM, 1966, MATEM ISSLEDOVANYA, P3

[2] Akhiezer N.I, 1961, THEORY LINEAR OPERAT

[3] Naimark M. A., 1955, USP MAT NAUK, V10, P111

[4] ROZANOV YA, 1960, THEORY PROB APPLICAT, V5, P336

[5] ROZANOV YA, 1963, STATIONARY RADOM PRO

[6] Yaglom A. M., 1955, T MOSK MAT OBS, V4, P237

[7] YAGLOM AM, 1960, THEOR PROBAB APPL, V5, P239, DOI DOI 10.1137/1105025.2015