Weighting Coefficients for the Prediction of Stationary Time Series from the Finite Past

DOI10.1137/0115132zbMath0275.60055OpenAlexW2033444390MaRDI QIDQ5184220

William F. Trench

Publication date: 1967

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0115132

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25)

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