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MR966884 (90a:60086) 60G35 (60B11 60B99)
Kallianpur, G.; Karandikar, R. L. White noise theory of prediction, filtering and smoothing. Stochastics Monographs, 3. Gordon & Breach Science Publishers, New York, 1988. xiv+599 pp. ISBN: 2-88124-685-0
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