Approximation of the finite prediction for a weakly stationary process (Q1100807): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176991907 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1992190658 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 22:56, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximation of the finite prediction for a weakly stationary process |
scientific article |
Statements
Approximation of the finite prediction for a weakly stationary process (English)
0 references
1988
0 references
Some estimation problems for the difference between the finite predictor and infinite predictor of stationary stochastic processes are obtained. These estimates have a more precise order than the previous one obtained by the author [Ann. Inst. Stat. Math. 33, 101-113 (1981; Zbl 0484.60031)].
0 references
prediction
0 references
estimation problems
0 references