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

DOI link for For instance, see [6], [59],[70], Prediction problems

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

X, the to X in the in H A}. is of the of the

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

DOI link for For instance, see [6], [59],[70], Prediction problems

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

X, the to X in the in H A}. is of the of the

Byby Niemi [45],[46],[48]. the prediction and filtering problems as follows. an asymptotically stationary process on {X : s a in the of the in

Edition 1st Edition

First Published 2004

Imprint CRC Press

Pages 1

eBook ISBN 9780429223976

## 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).