An Algorithm for Computing the Non-linear Predictor

DOI10.1214/aoms/1177693496zbMath0234.60057OpenAlexW2076169193MaRDI QIDQ5643363

James B. Robertson

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693496

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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