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On prediction of moving-average processes

Published online by Cambridge University Press:  01 July 2016

L. A. Shepp
Affiliation:
(Bell Laboratories)
D. Slepian
Affiliation:
(Bell Laboratories)
A. D. Wyner
Affiliation:
(Bell Laboratories)

Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Kanter, M. (1979) Lower bounds for non-linear prediction error in moving-average processes. Ann. Prob. 7, 128138.Google Scholar