Estimation of the minimum mean square error of prediction

DOI10.1093/BIOMET/62.1.175zbMATH Open0296.62087OpenAlexW1982027269MaRDI QIDQ4049998FDOQ4049998

Authors: Gareth J. Janacek 

Publication date: 1975

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/62.1.175

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Estimation and detection in stochastic control theory (93E10)

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