Browsing by Subject "Linear prediction"

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    • Article  

      Baxter’s inequality for triangular arrays 

      Meyer, M.; McMurry, T.; Politis, Dimitris Nicolas (2015)
      A central problem in time series analysis is prediction of a future observation. The theory of optimal linear prediction has been well understood since the seminal work of A. Kolmogorov and N. Wiener during World War II. ...