One-step prediction for \(P_ n\)-weakly stationary processes
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Publication:1207688
DOI10.1007/BF01641768zbMath0764.60070OpenAlexW2915494722MaRDI QIDQ1207688
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
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 ofpn-weakly stantionary processes1
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