PuSH - Publication Server of Helmholtz Zentrum München

Export: TXT Text RIS Endnote (RIS) BIB BibTeX
Hösel, V. ; Lasser, R.H.

One-step prediction for Pn-weakly stationary processes.

Monatsh. Math. 113, 199-212 (1992)
DOI
Open Access Green as soon as Postprint is submitted to ZB.
The one-step prediction problem is studied in the context of Pn-weakly stationary stochastic processes {Mathematical expression}, where {Mathematical expression} is an orthogonal polynomial sequence defining a polynomial hypergroup on {Mathematical expression}. This kind of stochastic processes appears when estimating the mean of classical weakly stationary processes. In particular, it is investigated whether these processes are asymptotic Pn-deterministic, i.e. the prediction mean-squared error tends to zero. Sufficient conditions on the covariance function or the spectral measure are given for {Mathematical expression} being asymptotic Pn-deterministic. For Jacobi polynomials Pn(x) the problem of {Mathematical expression} being asymptotic Pn-deterministic is completely solved.
Impact Factor
Scopus SNIP
Scopus
Cited By
Altmetric
0.000
0.000
3
Tags
Annotations
Special Publikation
Hide on homepage

Edit extra information
Edit own tags
Private
Edit own annotation
Private
Hide on publication lists
on hompage
Mark as special
publikation
Publication type Article: Journal article
Document type Scientific Article
Language english
Publication Year 1992
HGF-reported in Year 0
ISSN (print) / ISBN 0026-9255
Journal Monatshefte für Mathematik
Quellenangaben Volume: 113, Issue: 3, Pages: 199-212 Article Number: , Supplement: ,
Publisher Universität Wien
Reviewing status Peer reviewed
Institute(s) Departments & Institutes
DOI 10.1007/BF01641768
Scopus ID 0012817467
Erfassungsdatum 1992-09-30
[➜Report correction]