DocumentCode
3078227
Title
A prediction bound for Gaussian ARMA processes
Author
Gerencse´R, L. ; Rissanen, J.
Author_Institution
Hungarian Academy of Sciences
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1487
Lastpage
1490
Abstract
A lower bound for the mean accumulated squared errors for the class of the gaussian ARMA processes has been described under the assumption that the parameters of the data generating process are not known.
Keywords
Codes; Error analysis; Gaussian processes; Kalman filters; Least squares approximation; Least squares methods; Mean square error methods; Parameter estimation; Random variables; Technological innovation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267133
Filename
4049023
Link To Document