On optimal prediction for stochastic processes

DOI10.1016/S0378-3758(96)00201-7zbMath0902.62118MaRDI QIDQ1372341

S. R. Adke, T. V. Ramanathan

Publication date: 12 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

unbiased estimationconvex lossmean squared error of predictionuniformly minimum variancecomplete prediction sufficient statistic

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sufficient statistics and fields (62B05)

Related Items (3)

On optimal prediction for stochastic processes ⋮ Sufficiency and efficiency in statistical prediction ⋮ Bayesian prediction for stochastic processes: theory and applications

Cites Work

• A note on optimal vector unbiased predictor
• On optimal prediction for stochastic processes
• On prediction and mean squared error
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