Abstract
Prediction for a first order possibly nonGaus-sian sequence is considered. Remarks are made about prediction with time increasing and with time reversed.
Research supported by ONR contract N00014–81–0003 and NSF grant DMS 83–12106.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
R. Davis, and M. Rosenblatt, “Parameter estimates for some time series without contiguity” Statistics & Probability Letters 11 (1991) 515–521.
A. Garsia, “Arithmetic properties of Bernoulli convolutions” Trans. Amer. Math. Soc. 102 (1962) 409–432.
L. Shepp, D. Slepian, and A. Wyner, “On prediction of moving average processes” Bell Systems Tech. J. 59 (1988) 367–415.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1993 Springer-Verlag New York, Inc.
About this chapter
Cite this chapter
Rosenblatt, M. (1993). A Note on Prediction and an Autoregressive Sequence. In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (eds) Stochastic Processes. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7909-0_32
Download citation
DOI: https://doi.org/10.1007/978-1-4615-7909-0_32
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4615-7911-3
Online ISBN: 978-1-4615-7909-0
eBook Packages: Springer Book Archive