Multipoint Schur algorithm, II: generalized moment problems, Gaussian processes and prediction
英文摘要：
We use nowdays classical theory of generalized moment problems by Krein-Nudelman [1977] to define a special class of stochastic Gaussian processes. The class contains, of course, stationary Gaussian processes. We obtain a spectral representation for the processes from this class and we solve the corresponding prediction problem. The orthogonal rational functions on the unit circle lead to a class of Gaussian processes providing an example for the above construction.
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