One-step prediction for \(P_ n\)-weakly stationary processes

DOI10.1007/BF01641768zbMath0764.60070OpenAlexW2915494722MaRDI QIDQ1207688

Volker Hösel, Rupert Lasser

Publication date: 12 May 1993

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178561

zbMATH Keywords

stationary stochastic processespolynomial hypergroupone-step prediction problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Prediction theory (aspects of stochastic processes) (60G25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

Prediction of weakly stationary sequences on polynomial hypergroups, On the esimation of covariance functions ofp_n-weakly stantionary processes¹

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