Some remarks on filtering and prediction of stationary processes

DOI10.1007/BF02772546zbMath1085.60024MaRDI QIDQ814145

Benjamin Weiss

Publication date: 6 February 2006

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

entropyMarkov chainsergodic processdisjointness

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Testing stationary processes for independence, A note on Furstenberg's filtering problem, On universal algorithms for classifying and predicting stationary processes

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