A note on the prediction error for small time lags into the future (Corresp.)

DOI10.1109/TIT.1985.1057093zbMath0585.62164MaRDI QIDQ3709723

James Antonio Bucklew

Publication date: 1985

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

Explicit expressionsmean-square prediction errorderivatives at zero lagrational power spectra

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (4)

Estimation of number of the derivatives of a Gaussian process ⋮ Global smoothness estimation of a Gaussian process from general sequence designs ⋮ Estimating the order of mean-square derivatives with quadratic variations ⋮ Assessing the number of mean square derivatives of a Gaussian process

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