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KIAM Preprint № 28, Moscow, 2012
Authors: Pustyl'nikov L. D.
Fast prediction of quasistationary processes
Abstract:
The explicit expressions for prediction in terms of r preceding values are found for an important class of quasistationary processes. They allow to calculate the prediction by performing O(r log2 r) or O(r) arithmetic operations.
Publication language: russian,  pages: 15
Research direction:
Mathematical problems and theory of numerical methods
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About authors:
  • Pustyl'nikov L. D.,  KIAM RAS