Optimal transformations for prediction in continuous-time stochastic processes: finite past and future

DOI10.1007/s00440-004-0371-xzbMath1067.60015OpenAlexW2065662459MaRDI QIDQ1773989

Alejandro Murua, Basilis Gidas

Publication date: 28 April 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0371-x

zbMATH Keywords

prediction problemrational spectral density

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• A problem in prediction theory
• Estimating Optimal Transformations for Multiple Regression and Correlation
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