Prediction for some non-Gaussian autoregressive schemes (Q1083166)
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scientific article; zbMATH DE number 3976158
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| English | Prediction for some non-Gaussian autoregressive schemes |
scientific article; zbMATH DE number 3976158 |
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Prediction for some non-Gaussian autoregressive schemes (English)
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1986
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This paper considers non-Gaussian autoregressive schemes. The form of the best nonlinear predictor in mean square is determined in some special cases.
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non-Gaussian autoregressive schemes
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best nonlinear predictor
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mean square
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