scientific article; zbMATH DE number 431876

zbMATH Open0787.60049MaRDI QIDQ3138655FDOQ3138655

Authors: Murray Rosenblatt 

Publication date: 11 November 1993

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 3945034
• Prediction and non-Gaussian autoregressive stationary sequences
• scientific article; zbMATH DE number 3898069
• A note on prediction for discrete time series
• Prediction theory for autoregressivemoving average processes
• Prediction for some non-Gaussian autoregressive schemes
• scientific article; zbMATH DE number 796413

zbMATH Keywords

non-Gaussian processprediction error varianceautoregressive sequence

Mathematics Subject Classification ID

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

Cited In (9)

• Title not available (Why is that?)
• Nonlinear prediction of the degree n of a Gaussian N-ple Markov process
• Prediction variance and information worth of observations in time series
• Prediction and non-Gaussian autoregressive stationary sequences
• Gaussian and non-Gaussian linear time series and random fields
• Prediction mean squared error of the Poisson NIAR(1) process with estimated parameters
• Title not available (Why is that?)
• On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time
• Exact predictors for a generalized ar(1) process with an ar(1) parameter

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3138655)