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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.

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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.

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Book Format

Hardcover, Softcover

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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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