Error formulae for optimal linear filtering prediction and interpolation of stationary time series

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1935-1943
Number of pages	9
Journal	The Annals of Mathematical Statistics
Volume	43
Issue number	6
DOIs	https://doi.org/10.1214/aoms/1177690864
State	Published - 1972

ULI Keywords

@article{efbd9acb28754315844c7a60b5a2d666,

title = "Error formulae for optimal linear filtering prediction and interpolation of stationary time series",

author = "Jakov Snyders",

note = "Cover-title.",

year = "1972",

doi = "10.1214/aoms/1177690864",

language = "אנגלית",

volume = "43",

pages = "1935--1943",

journal = "The Annals of Mathematical Statistics",

issn = "0003-4851",

publisher = "Institute of Mathematical Statistics",

number = "6",

}

TY - JOUR

T1 - Error formulae for optimal linear filtering prediction and interpolation of stationary time series

AU - Snyders, Jakov

N1 - Cover-title.

PY - 1972

Y1 - 1972

U2 - 10.1214/aoms/1177690864

DO - 10.1214/aoms/1177690864

M3 - מאמר

VL - 43

SP - 1935

EP - 1943

JO - The Annals of Mathematical Statistics

JF - The Annals of Mathematical Statistics

SN - 0003-4851

IS - 6

ER -