On optimal prediction for stochastic processes (Q1372341)
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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)
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12 November 1997
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complete prediction sufficient statistic
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uniformly minimum variance
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unbiased estimation
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convex loss
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mean squared error of prediction
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