Sufficiency and efficiency in statistical prediction

DOI10.1016/J.SPL.2006.07.021MaRDI QIDQ871011zbMATH OpenOpenAlexFDO

Authors Denis Bosq

Publication date 15 March 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.07.021

zbMATH Keywords

efficient predictorsMarkov processOrnstein-Uhlenbeck processprediction-sufficiencystatistical predictionunbiased predictors

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Inference from stochastic processes and prediction (62M20)

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Cites work

• Characterizations of prediction sufficiency (adequacy) in terms of risk functions
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• On optimal prediction for stochastic processes
• On prediction and mean squared error
• Prediction sufficiency when the loss function does not depend on the unknown parameter

Cited in

(13)

• Adaptive prediction and reverse martingales
• A note on optimal vector unbiased predictor
• On optimal prediction for stochastic processes
• On best unbiased prediction and its relationships to unbiased estimation
• scientific article; zbMATH DE number 4016747 (Why is no real title available?)
• scientific article; zbMATH DE number 4174103 (Why is no real title available?)
• scientific article; zbMATH DE number 4199253 (Why is no real title available?)
• scientific article; zbMATH DE number 4166336 (Why is no real title available?)
• On prediction and mean squared error
• On Efficient Point Prediction Systems
• scientific article; zbMATH DE number 6427360 (Why is no real title available?)
• scientific article; zbMATH DE number 4189054 (Why is no real title available?)
• Optimal prediction in loglinear models

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