An application of the theory of equivalence of Gaussian measures to a prediction problem

DOI10.1109/18.6040zbMath0665.60046OpenAlexW2089998572MaRDI QIDQ3816780

Michael L. Stein

Publication date: 1988

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.6040

zbMATH Keywords

asymptotic optimality of a linear predictor

Mathematics Subject Classification ID

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

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