• DocumentCode
    832015
  • Title

    Prediction of autoregressive lognormal processes

  • Author

    Stoica, Petre

  • Author_Institution
    Polytechnic Institute of Bucharest, Bucharest, Romania
  • Volume
    25
  • Issue
    2
  • fYear
    1980
  • fDate
    4/1/1980 12:00:00 AM
  • Firstpage
    292
  • Lastpage
    293
  • Abstract
    In this note, the one-step prediction of autoregressive (AR) lognormal processes is considered. Minimum-risk solutions of this problem are briefly discussed and then numerically compared using simulated data.
  • Keywords
    Autoregressive processes; Log-normal distributions; Prediction methods; Bayesian methods; Covariance matrix; Frequency; Gaussian distribution; Linear regression; Numerical simulation; Polynomials; Predictive models; Random variables;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102297
  • Filename
    1102297
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=832015