Zur adaptiven vorhersage von stationären zufälligen folgen mit rationaler spektraldichte

DOI10.1080/02331887708801394zbMath0402.62067OpenAlexW1984745320MaRDI QIDQ4187201

Roland Günther

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1080/02331887708801394

zbMATH Keywords

Second Order StatisticsParameter IdentificationStationary SequenceMean Square ErrorRational Spectral DensitySequential Bayesian Approach

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10) Prediction theory (aspects of stochastic processes) (60G25)

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