For instance, see [6], [59],[70], Prediction problems : X, the to X in the in H A}. is of the of the

doi:10.1201/9780203913574-104

Chapter

For instance, see [6], [59],[70], Prediction problems

ABSTRACT

PREDICTION PROBLEM Given an asymptotically stationary process on or , let s(T,t) = t + T sgn t. Calculate or estimate

lim T

lim n

sup

t G

As a first step in the direction of the linear prediction problem in , we have the following theorem, whose proof is based on an argument suggested in ([48], pp. 23-24).