Interpolation and extrapolation of stationary random sequences.

A. N. Kolmogorov, Worthie L. Doyle, Ivan Selin

ResearchPublished 1962

The establishment of spectral conditions for the possibility of extrapolating and interpolating stationary random sequences by a sufficiently large number of terms with arbitrary, given accuracy.

Document Details

  • Availability: Web Only
  • Year: 1962
  • Pages: 17
  • Document Number: RM-3090-PR

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Kolmogorov, A. N., Worthie L. Doyle, and Ivan Selin, Interpolation and extrapolation of stationary random sequences. Santa Monica, CA: RAND Corporation, 1962. https://www.rand.org/pubs/research_memoranda/RM3090.html.
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