A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems

DOI10.2307/3215377zbMath0895.60040OpenAlexW2335493280MaRDI QIDQ4358587

Marco C. Campi

Publication date: 8 September 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215377

zbMATH Keywords

uniquenessconditional expectationstationaritydynamic estimation problems

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10)

Related Items (1)

Estimating the conditional expectations for continuous time stationary processes

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