2 papers
math.PR2016
Some extensions of linear approximation and prediction problems for stationary processes
Ildar Ibragimov, Zakhar Kabluchko, Mikhail Lifshits
Let with or be a wide sense stationary process with discrete or continuous time. The classical linear prediction problem consists…
math.PR2008
Small Deviations of Smooth Stationary Gaussian Processes
F. Aurzada, I. A. Ibragimov, M. A. Lifshits +1
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculatio…