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Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems
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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.
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.
Additional information
| Book Format | Hardcover, Softcover |
|---|
Book information
Edition
1st Edition
ISBN [Hardcover]
9783319702612
ISBN [Softcover]
9783030099442
Publisher
Springer
Year
2018
Pages
XIV, 405 p.
Series Title
Operator Theory: Advances and Applications
Language
English

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