Lower bounds for nonlinear prediction error in moving average processes
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Publication:1257290
DOI10.1214/aop/1176995153zbMath0405.60041MaRDI QIDQ1257290
Publication date: 1979
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995153
Differential Entropy; Moving Average Stationary Process; Mutual Information; One Step Prediction Error
60G25: Prediction theory (aspects of stochastic processes)
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