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...

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Bibliographic Details

Main Author:	Arov, Damir Z. (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Operator Theory: Advances and Applications, 266
Subjects:	Operator theory. Probabilities.
ISBN:	9783319702629
ISSN:	0255-0156 ;
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