The influence of the nonrecent past in prediction for stochastic processes

DOI10.1016/0047-259X(79)90080-0zbMath0408.62080OpenAlexW2035135915MaRDI QIDQ1258584

Harold B. Sackrowitz

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90080-0

zbMATH Keywords

PredictionStochastic ProcessesConditional DistributionsNonrecent PastSequential Decision

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sequential statistical methods (62L99) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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• Stochastic processes and filtering theory
• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes

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