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A physical basis for Krein's prediction formulas
Published online by Cambridge University Press: 01 July 2016
Abstract
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- Type
- Eighth Conference on Stochastic Processes and their Applications
- Information
- Copyright
- Copyright © Applied Probability Trust 1979
References
1.
Krein, M. G. (1954) On a fundamental approximation problem in the theory of extrapolation and filtration of stationary random processes. Dokl. Akad. Nauk SSSR
94, 13–16;
Selected Trans. Math. Statist. Prob. 4, 127–131.Google Scholar