Approximation of the finite prediction for a weakly stationary process (Q1100807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the finite prediction for a weakly stationary process |
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Approximation of the finite prediction for a weakly stationary process (English)
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1988
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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)].
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prediction
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estimation problems
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