Optimal prediction of a stochastic process by a finite number of observations

DOI10.1080/02331887708801392zbMath0389.62077OpenAlexW2088364011MaRDI QIDQ4171480

Rolf Thrum

Publication date: 1977

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887708801392

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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