Description of methods of estimation of linear functionals of the unknown values of vector-valued stationary stochastic sequences and processes is presented. Extrapolation, interpolation and filtering problems are investigated. Two main approaches to solution of the estimation problems are developed. The first one, the spectral certainty case, is based on the assumption that matrices of spectral densities of stochastic sequences and processes are known exactly. In this case we derived formulas for calculation the spectral characteristics and mean-square errors of the optimal estimates of the...