The prediction error of stationary Gaussian time series of unknown covariance
- 1 October 1965
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 11 (4) , 527-532
- https://doi.org/10.1109/tit.1965.1053829
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- A universal non-linear filter, predictor and simulator which optimizes itself by a learning processProceedings of the IEE Part B: Electronic and Communication Engineering, 1961
- Toeplitz Forms and Their ApplicationsPhysics Today, 1958
- On the Statistical Treatment of Linear Stochastic Difference EquationsEconometrica, 1943