On Prediction of Moving-Average Processes (Q3880136)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Prediction of Moving-Average Processes |
scientific article |
Statements
On Prediction of Moving-Average Processes (English)
0 references
1980
0 references
prediction
0 references
discrete-time stationary moving-average process
0 references
entropy
0 references
spectrum
0 references
smallest mean-squared error
0 references
best estimators
0 references
linear estimator
0 references