Explicit Formula for the Best Linear Predictor of Periodically Correlated Sequences

DOI10.1137/0524043MaRDI QIDQ5287971zbMATH OpenOpenAlexFDO

Authors Abol G. Miamee

Publication date 9 August 1993

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0524043

zbMATH Keywords

linear predictormultivariate stationary sequenceperiodically correlated sequences

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Recommendations

• The maximum prediction error for periodically correlated sequences
• Theoretical prediction of periodically correlated sequences
• Extrapolation problem for functionals from a periodically correlated sequence
• Interpolation of periodically correlated stochastic sequences
• Minimax prediction of sequences with periodically stationary increments

Cited in

(2)

• Periodically correlated sequences of less than full rank
• Theoretical prediction of periodically correlated sequences

This page was built for publication: Explicit Formula for the Best Linear Predictor of Periodically Correlated Sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5287971)