Conditional expectations of stationary processes

DOI10.1007/BF00531426zbMath0468.60042OpenAlexW2080310534MaRDI QIDQ3921909

Bruno Scarpellini

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531426

zbMATH Keywords

conditional expectationsTuring machinenonlinear prediction theoryOrnstein algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

On discrete weighted distributions and their use in model choice for observed data ⋮ Estimating the conditional expectations for continuous time stationary processes ⋮ On universal algorithms for classifying and predicting stationary processes

Cites Work

• Unnamed Item
• Guessing the next output of a stationary process
• Entropy and nonlinear prediction

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