Prediction theory for non-stationary sequences of random vectors

Author:

Niemi Hannu

Publisher

Springer Berlin Heidelberg

Reference8 articles.

1. Abreu, J.L., H-valued generalized functions and orthogonally scattered measures. Advances in Math. 19 (1976), 382–412

2. Cramér, H., On some classes of non-stationary stochastic processes. In Proceedings of the Fourth Berkeley symposium on mathematical statistics and probability. II, pp.57–58. University of California Press, Berkeley 1962.

3. Deo, D.M, Prediction theory of non-stationary processes. Sankhya Ser. A 27 (1965), 113–132.

4. Dudley, R.M., Prediction theory for non-stationary sequences. Proceedings of the Fifth Berkeley symposium on mathematical statistics and probability. II: 1, pp.223–234. University of California Press, Berkeley, 1967.

5. Masani, P., The prediction theory of multivariate stochastic processes, III. Acta Math. 104 (1960), 141–162.

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