Conditional expectations of stationary processes

DOI10.1007/BF00531426MaRDI QIDQ3921909zbMATH OpenOpenAlexFDO

Authors Bruno Scarpellini

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00531426

zbMATH Keywords

conditional expectationsnonlinear prediction theoryOrnstein algorithmTuring machine

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• Entropy and nonlinear prediction
• Guessing the next output of a stationary process
• scientific article; zbMATH DE number 3146217 (Why is no real title available?)

Cited in

(3)

• On universal algorithms for classifying and predicting stationary processes
• On discrete weighted distributions and their use in model choice for observed data
• Estimating the conditional expectations for continuous time stationary processes

This page was built for publication: Conditional expectations of stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3921909)