Approximation of the finite prediction for a weakly stationary process

DOI10.1214/aop/1176991907zbMath0641.60049MaRDI QIDQ1100807

Akio Arimoto

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991907

zbMATH Keywords

prediction; estimation problems

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

60G25: Prediction theory (aspects of stochastic processes)