Nonlinear prediction of the degree n of a Gaussian N-ple Markov process (Q1091033)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear prediction of the degree n of a Gaussian N-ple Markov process |
scientific article; zbMATH DE number 4009439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear prediction of the degree n of a Gaussian N-ple Markov process |
scientific article; zbMATH DE number 4009439 |
Statements
Nonlinear prediction of the degree n of a Gaussian N-ple Markov process (English)
0 references
1986
0 references
A theorem on a nonlinear predictor of the process \(Y_ n(t)=X^ n(t)-E X^ n(t)\) is proved, where X(t) is an N-1 times differentiable Gaussian Markov process satisfying the condition \(\hat X(t,s)=E(X(t)| {\mathcal F}_ s)=\sum^{N}_{j=1}a_ j(t,s)X^{(j-1)}(s)\).
0 references
conditional expectation
0 references
nonlinear predictor
0 references
Gaussian Markov process
0 references
