On an explicit formula in linear least squares prediction

DOI10.7146/MATH.SCAND.A-10503MaRDI QIDQ3249293zbMATH OpenOpenAlexWikidataFDO

Authors Edwin J. Akutowicz

Publication date 1957

Published in MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/165666

zbMATH Keywords

probability theory

Cited in

(13)

• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
• Estimation of subcritical Galton Watson processes with correlated immigration
• Estimating SPARMA models with dependent error terms
• Portmanteau tests for periodic ARMA models with dependent errors
• Estimating FARIMA models with uncorrelated but non-independent error terms
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
• On the angle between past and future for multivariate stationary stochastic processes
• The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
• Estimating weak periodic vector autoregressive time series
• A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
• Banach algebra methods in prediction theory

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