A note on a common misconception in estimation

DOI10.1016/0167-6911(85)90034-9MaRDI QIDQ761408zbMATH OpenOpenAlexFDO

Authors Gary L. Wise

Publication date 1985

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(85)90034-9

zbMATH Keywords

minimum mean squared error estimations

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Probabilistic measure theory (60A10) Estimation and detection in stochastic control theory (93E10)

Review text

An example illustrating a common misconception in minimum mean squared error estimations is presented.

Cited in

(4)

• Continuity of filtrations of sigma algebras
• On estimation of random variables via the martingale convergence theorem
• Two notes about rolling estimates
• scientific article; zbMATH DE number 5630792 (Why is no real title available?)

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