Prediction of stable random processes using orthopolynomials (Q1913095)
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: Prediction of stable random processes using orthopolynomials |
scientific article; zbMATH DE number 880953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of stable random processes using orthopolynomials |
scientific article; zbMATH DE number 880953 |
Statements
Prediction of stable random processes using orthopolynomials (English)
0 references
3 June 1996
0 references
An optimal predictor for a discrete-time stationary stochastic process is determined recurrently by using orthopolynomials.
0 references
optimal predictor
0 references
discrete-time stationary stochastic process
0 references
