Some Sufficient Conditions on an Arbitrary Class of Stochastic Processes for the Existence of a Predictor

DOI10.1007/978-3-540-87987-9_17zbMath1156.60312OpenAlexW1483106830MaRDI QIDQ3529918

Daniil Ryabko

Publication date: 14 October 2008

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00347706/file/pq_.pdf

Mathematics Subject Classification ID

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

Related Items

Dynamics of Bayesian updating with dependent data and misspecified models, Discrimination between B-processes is impossible

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