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

DOI10.1109/TIT.1985.1057093MaRDI QIDQ3709723zbMATH OpenFDO

Authors James A. Bucklew

Publication date 1985

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

Full work available at URL https://doi.org/10.1109/TIT.1985.1057093

zbMATH Keywords

derivatives at zero lagExplicit expressionsmean-square prediction errorrational power spectra

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cited in

(4)

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

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