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On the Possibility of Completing an Infinite Process

✍ Scribed by Chihara, Charles


Year
0
Tongue
English
Weight
1 MB
Category
Fiction

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πŸ“œ SIMILAR VOLUMES


On same-realization prediction in an inf
✍ Ching-Kang Ing; Ching-Zong Wei πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 281 KB

Let observations come from an infinite-order autoregressive (AR) process. For predicting the future of the observed time series (referred to as the same-realization prediction), we use the least-squares predictor obtained by fitting a finite-order AR model. We also allow the order to become infinite