Estimating the conditional expectations for continuous time stationary processes

DOI10.14736/kyb-2020-3-0410zbMath1474.60098OpenAlexW3035598533MaRDI QIDQ5122258

Benjamin Weiss, Gusztáv Morvai

Publication date: 22 September 2020

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://real.mtak.hu/111563/1/paper.pdf

zbMATH Keywords

nonparametric estimationcontinuous time stationary processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item

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