scientific article; zbMATH DE number 899664

MaRDI QIDQ4884307zbMATH OpenFDO

Authors Volker Hösel

Publication date 10 July 1996

zbMATH Keywords

Bernstein-Szegö polynomialsbounded Haar measurescovariance function estimationFejer seriesleast squares estimatorslinear multistep ahead predictionlinear one-step ahead predictionMA(q)-processesperiodogrampredictionspectral density estimationweakly stationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Recommendations

• One-step prediction for \(P_ n\)-weakly stationary processes
• Prediction of weakly stationary sequences on polynomial hypergroups
• Prediction from part of the past of a stationary process

Cited in

(1)

• One-step prediction for \(P_ n\)-weakly stationary processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4884307)