Zur adaptiven vorhersage von stationären zufälligen folgen mit rationaler spektraldichte

DOI10.1080/02331887708801394MaRDI QIDQ4187201zbMATH OpenOpenAlexFDO

Authors 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

Parameter IdentificationSecond Order StatisticsStationary SequenceMean Square ErrorRational Spectral DensitySequential Bayesian Approach

Mathematics Subject Classification ID

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

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