Nonlinear prediction of the degree n of a Gaussian N-ple Markov process

DOI10.1016/0047-259X(86)90087-4zbMath0622.60042MaRDI QIDQ1091033

Zoran Ivković

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

conditional expectationnonlinear predictorGaussian Markov process

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• The square of a Gaussian Markov process and nonlinear prediction
• Canonical representations of Gaussian processes and their applications

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