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Predictive discrimination for autoregressive processes

✍ Scribed by Virgil R. Marco; Dean M. Young; Danny W. Turner


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
350 KB
Volume
7
Category
Article
ISSN
0167-8655

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We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on the notion of autoregressive Hilbert processes that represent a generalization of the classical autoregressive processes to random vari