On a martingale related to a strictly stationary random process in R^ 1

DOI10.1007/BF01110001zbMATH Open0211.21602MaRDI QIDQ2544121FDOQ2544121

Authors: Zoran Pop-Stojanović 

Publication date: 1971

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/171537

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44)

Cites Work

• Title not available (Why is that?)
• Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics
• Title not available (Why is that?)
• On a Problem in Non-Linear Prediction Theory

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