The maximum prediction error for periodically correlated sequences

MaRDI QIDQ4899565zbMATH OpenFDO

Authors

Publication date 8 January 2013

zbMATH Keywords

mean-square errorperiodically correlated stochastic sequenceprediction

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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• scientific article; zbMATH DE number 6607804

Cited in

(3)

• scientific article; zbMATH DE number 6607804 (Why is no real title available?)
• Explicit Formula for the Best Linear Predictor of Periodically Correlated Sequences
• Minimax Prediction of Sequences with Periodically Stationary Increments Observed with Noise and Cointegrated Sequences

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