Linear estimation and prediction in stochastic processes2

DOI10.1080/02331887908801489zbMath0423.62068OpenAlexW2080912149MaRDI QIDQ3857608

Rolf Thrum

Publication date: 1979

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887908801489

zbMATH Keywords

linear modelsbest linear unbiased bounded estimatorbest linear unbiased continuous predictormean of Banach space valued random variable

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Normed linear spaces and Banach spaces; Banach lattices (46B99) Nonparametric inference (62G99)

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