Title of article
A Method of Functional Estimation for Stationary Processes
Author/Authors
Vaninsky، نويسنده , , K.L.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1993
Pages
15
From page
97
To page
111
Abstract
The problem of predicting the value of a linear function of future values of a stationary process when its past and present are known is considered. The estimator of a studied function is constructed which is expressed-through the set of canonical variables.
Journal title
Journal of Multivariate Analysis
Serial Year
1993
Journal title
Journal of Multivariate Analysis
Record number
1557008
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