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MR2321185 60G35 (62M20)
Moklyachuk, M. P.; Masyutka, O. Yu. On the problem of filtering vector stationary sequences. (Ukrainian) Teor. Ĭmovīr. Mat. Stat. No. 75 (2006), 95--104; translation in Theory Probab. Math. Statist. No. 75 (2007), 109–119
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