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Multivariate prediction, de Branges spaces, and related extension and inverse problems
This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projection...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2018
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-70262-9 http://cds.cern.ch/record/2622187 |