Some remarks on filtering and prediction of stationary processes

Benjamin Weiss*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

This note contains a some remarks concerning filtering and prediction theory. One of them is a solution to an old question of H. Furstenberg which indicates an unexpected phenomenon arising from the lack of integrability. Another gives some general results on the possibility of constructing two valued universal guessing schemes for distinguishing between classes of stochastic processes.

Original languageEnglish
Pages (from-to)345-360
Number of pages16
JournalIsrael Journal of Mathematics
Volume149
DOIs
StatePublished - 2005

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