Pourahmadi, M. Two prediction problems and extensions of a theorem of Szegö. (English) Zbl 0824.60039 Bull. Iran. Math. Soc. 19, No. 2, 1-12 (1993). By using an extension of a theorem of Szegö regarding minimization of norm of polynomials, a unified solution for prediction problems in the case when the infinite past was alternated is given. Reviewer: I.Valuşescu (Bucureşti) Cited in 5 Documents MSC: 60G25 Prediction theory (aspects of stochastic processes) 60G10 Stationary stochastic processes 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:prediction variance; stationary processes; Szegö’s theorem; polynomials PDFBibTeX XMLCite \textit{M. Pourahmadi}, Bull. Iran. Math. Soc. 19, No. 2, 1--12 (1993; Zbl 0824.60039)