An Algorithm for Computing the Non-linear Predictor

DOI10.1214/AOMS/1177693496MaRDI QIDQ5643363zbMATH OpenOpenAlexFDO

Authors James B. Robertson

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693496

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Cited in

(1)

• Stochastic difference equation predictors of population fluctuations

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