๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Linear prediction for generalized oscillating stochastic processes

โœ Scribed by V. A. Karpenko


Publisher
Springer
Year
1994
Tongue
English
Weight
275 KB
Volume
5
Category
Article
ISSN
1046-283X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On optimal prediction for stochastic pro
โœ S.R. Adke; T.V. Ramanathan ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 332 KB

The problem of prediction is concerned with predicting an unobserved random variable using a data dependent statistic. We extend the Rao-Blackwell theorem of Johansson (Stand. J. Stati~t. (1990) 17, 135 145) in the prediction context to an arbitrary convex loss function. Two situations in which the

Adaptive prediction for stochastic proce
โœ Qi Xiao-Jiang ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 720 KB

This paper is concerned with the adaptive prediction for stochastic processes with abruptly changing parameters modelled as a finite-state Markov chain. The Markov transition matrix is assumed to be known. For the coloured noise disturbance case, it is shown that the optimal prediction algorithm req