scientific article; zbMATH DE number 2036021

MaRDI QIDQ4445495zbMATHFDO

Authors A. M. Shurygin

Publication date 2 February 2004

zbMATH Keywords

autoregressionstationary incrementsmultidimensional statisticsextremum of correlation functionsregular forecastssingular forecasts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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• On a nonlinear prediction problem for one-dimensional stochastic processes
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