On optimal prediction for stochastic processes (Q1372341)

From MaRDI portal





scientific article; zbMATH DE number 1085451
Language Label Description Also known as
English
On optimal prediction for stochastic processes
scientific article; zbMATH DE number 1085451

    Statements

    On optimal prediction for stochastic processes (English)
    0 references
    0 references
    0 references
    12 November 1997
    0 references
    complete prediction sufficient statistic
    0 references
    uniformly minimum variance
    0 references
    unbiased estimation
    0 references
    convex loss
    0 references
    mean squared error of prediction
    0 references

    Identifiers