Lower bounds for nonlinear prediction error in moving average processes

DOI10.1214/AOP/1176995153zbMath0405.60041OpenAlexW1991067987MaRDI QIDQ1257290

Marek Kanter

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995153

zbMATH Keywords

Differential EntropyMoving Average Stationary ProcessMutual InformationOne Step Prediction Error

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

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