Popov, Andrey A.; Zanetti, Renato An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter. (English) Zbl 07871669 SIAM J. Sci. Comput. 46, No. 3, A1949-A1971 (2024). MSC: 60G25 62L12 62M20 93E11 PDFBibTeX XMLCite \textit{A. A. Popov} and \textit{R. Zanetti}, SIAM J. Sci. Comput. 46, No. 3, A1949--A1971 (2024; Zbl 07871669) Full Text: DOI arXiv
Bueno, Vanderlei Da Costa; Balakrishnan, Narayanaswamy An inaccuracy measure between non-explosive point processes with applications to Markov chains. (English) Zbl 07855957 Adv. Appl. Probab. 56, No. 2, 735-756 (2024). MSC: 60G25 60J10 90B25 PDFBibTeX XMLCite \textit{V. Da C. Bueno} and \textit{N. Balakrishnan}, Adv. Appl. Probab. 56, No. 2, 735--756 (2024; Zbl 07855957) Full Text: DOI
Seo, Won-Ki Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator. arXiv:2401.06326 Preprint, arXiv:2401.06326 [math.ST] (2024). MSC: 60G25 62H12 62J05 BibTeX Cite \textit{W.-K. Seo}, ``Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator'', Preprint, arXiv:2401.06326 [math.ST] (2024) Full Text: arXiv OA License
Inoue, Akihiko Representation theorems in finite prediction, with applications. (English) Zbl 1532.60078 Sugaku Expo. 36, No. 2, 173-197 (2023); translation from Sūgaku 71, No. 3, 302-324 (2019). MSC: 60G25 60H30 62M20 62M10 PDFBibTeX XMLCite \textit{A. Inoue}, Sugaku Expo. 36, No. 2, 173--197 (2023; Zbl 1532.60078); translation from Sūgaku 71, No. 3, 302--324 (2019) Full Text: DOI
Merkle, Ana Causal predictability between stochastic processes and filtrations. (English) Zbl 1535.60069 Stochastics 95, No. 8, 1474-1487 (2023). MSC: 60G25 60G35 60H10 60G40 PDFBibTeX XMLCite \textit{A. Merkle}, Stochastics 95, No. 8, 1474--1487 (2023; Zbl 1535.60069) Full Text: DOI
Bittracher, Andreas; Mollenhauer, Mattes; Koltai, Péter; Schütte, Christof Optimal reaction coordinates: variational characterization and sparse computation. (English) Zbl 1529.60035 Multiscale Model. Simul. 21, No. 2, 449-488 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 60J25 65K10 62D99 PDFBibTeX XMLCite \textit{A. Bittracher} et al., Multiscale Model. Simul. 21, No. 2, 449--488 (2023; Zbl 1529.60035) Full Text: DOI arXiv
Boche, Holger; Pohl, Volker; Poor, H. Vincent Recent progress in computability for prediction and Wiener filter theory. (English) Zbl 1532.60077 Trans. A. Razmadze Math. Inst. 176, No. 3, 323-344 (2022). MSC: 60G25 60G35 68Q04 68Q25 PDFBibTeX XMLCite \textit{H. Boche} et al., Trans. A. Razmadze Math. Inst. 176, No. 3, 323--344 (2022; Zbl 1532.60077) Full Text: Link
Cheng, Raymond On the prediction of \(p\)-stationary processes. (English) Zbl 1524.60079 Period. Math. Hung. 85, No. 2, 481-505 (2022). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 60G52 46B25 PDFBibTeX XMLCite \textit{R. Cheng}, Period. Math. Hung. 85, No. 2, 481--505 (2022; Zbl 1524.60079) Full Text: DOI
Frank, Michael; Klotz, Lutz Stability of trigonometric approximation in \(L^p\) and applications to prediction theory. (English) Zbl 1495.60026 Ann. Funct. Anal. 13, No. 3, Paper No. 52, 41 p. (2022). MSC: 60G25 42A10 62M20 PDFBibTeX XMLCite \textit{M. Frank} and \textit{L. Klotz}, Ann. Funct. Anal. 13, No. 3, Paper No. 52, 41 p. (2022; Zbl 1495.60026) Full Text: DOI arXiv OA License
Gzyl, Henryk Prediction in Riemannian metrics derived from divergence functions. (English) Zbl 07532290 Commun. Stat., Theory Methods 51, No. 2, 552-568 (2022). MSC: 60G25 60G99 93E24 62A99 62-XX PDFBibTeX XMLCite \textit{H. Gzyl}, Commun. Stat., Theory Methods 51, No. 2, 552--568 (2022; Zbl 07532290) Full Text: DOI arXiv
Bingham, N. H. Prediction theory for stationary functional time series. (English) Zbl 1490.60090 Probab. Surv. 19, 160-184 (2022). MSC: 60G25 62M20 60-02 62-02 PDFBibTeX XMLCite \textit{N. H. Bingham}, Probab. Surv. 19, 160--184 (2022; Zbl 1490.60090) Full Text: DOI arXiv Link
Öztürk, Zafer; Bilgil, Halis; Erdinç, Ümmügülsüm An optimized continuous fractional grey model for forecasting of the time dependent real world cases. (English) Zbl 1499.60125 Hacet. J. Math. Stat. 51, No. 1, 308-326 (2022). MSC: 60G25 34B60 68U01 PDFBibTeX XMLCite \textit{Z. Öztürk} et al., Hacet. J. Math. Stat. 51, No. 1, 308--326 (2022; Zbl 1499.60125) Full Text: DOI
Frías, María P.; Torres-Signes, Antoni; Ruiz-Medina, María D.; Mateu, Jorge Spatial Cox processes in an infinite-dimensional framework. (English) Zbl 1497.60054 Test 31, No. 1, 175-203 (2022). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G25 60G60 62J05 62J10 PDFBibTeX XMLCite \textit{M. P. Frías} et al., Test 31, No. 1, 175--203 (2022; Zbl 1497.60054) Full Text: DOI arXiv
Schoeman, J. C.; van Daalen, Corné E.; du Preez, Johan A. Degenerate Gaussian factors for probabilistic inference. (English) Zbl 1533.60050 Int. J. Approx. Reasoning 143, 159-191 (2022). MSC: 60G25 60G15 60G35 68T42 PDFBibTeX XMLCite \textit{J. C. Schoeman} et al., Int. J. Approx. Reasoning 143, 159--191 (2022; Zbl 1533.60050) Full Text: DOI arXiv Link
Makogin, Vitalii; Spodarev, Evgeny Prediction of random variables by excursion metric projections. arXiv:2207.00447 Preprint, arXiv:2207.00447 [math.ST] (2022). MSC: 60G25 62M20 60G10 60G52 BibTeX Cite \textit{V. Makogin} and \textit{E. Spodarev}, ``Prediction of random variables by excursion metric projections'', Preprint, arXiv:2207.00447 [math.ST] (2022) Full Text: arXiv OA License
Gautier, Athénaïs; Ginsbourger, David; Pirot, Guillaume Goal-oriented adaptive sampling under random field modelling of response probability distributions. (English) Zbl 1534.60049 ESAIM, Proc. Surv. 71, 89-100 (2021). MSC: 60G25 62G07 90C15 PDFBibTeX XMLCite \textit{A. Gautier} et al., ESAIM, Proc. Surv. 71, 89--100 (2021; Zbl 1534.60049) Full Text: DOI arXiv OA License
Olevskii, Alexander; Ulanovskii, Alexander On the Szegő-Kolmogorov prediction theorem. (English) Zbl 1497.60055 Isr. J. Math. 246, No. 1, 335-351 (2021). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G25 PDFBibTeX XMLCite \textit{A. Olevskii} and \textit{A. Ulanovskii}, Isr. J. Math. 246, No. 1, 335--351 (2021; Zbl 1497.60055) Full Text: DOI
Bouzas, Paula R.; Ruiz-Fuentes, Nuria; Montes-Gijón, Carmen; Ruiz-Castro, Juan Eloy Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events. (English) Zbl 1477.60066 Stat. Pap. 62, No. 1, 235-265 (2021). MSC: 60G25 60G55 62M20 62N05 62H25 PDFBibTeX XMLCite \textit{P. R. Bouzas} et al., Stat. Pap. 62, No. 1, 235--265 (2021; Zbl 1477.60066) Full Text: DOI Link
Daras, Nicholas J. Deterministic prediction theory. (English) Zbl 1490.60091 Rassias, Themistocles M. (ed.), Approximation theory and analytic inequalities. Cham: Springer. 87-137 (2021). MSC: 60G25 PDFBibTeX XMLCite \textit{N. J. Daras}, in: Approximation theory and analytic inequalities. Cham: Springer. 87--137 (2021; Zbl 1490.60091) Full Text: DOI
Chandgotia, Nishant; Weiss, Benjamin Predictive sets. (English) Zbl 1469.60119 Stoch. Dyn. 21, No. 3, Article ID 2140006, 32 p. (2021). MSC: 60G25 60G15 37A05 PDFBibTeX XMLCite \textit{N. Chandgotia} and \textit{B. Weiss}, Stoch. Dyn. 21, No. 3, Article ID 2140006, 32 p. (2021; Zbl 1469.60119) Full Text: DOI arXiv
Burov, Dmitry; Giannakis, Dimitrios; Manohar, Krithika; Stuart, Andrew Kernel analog forecasting: multiscale test problems. (English) Zbl 1487.60088 Multiscale Model. Simul. 19, No. 2, 1011-1040 (2021). MSC: 60G25 62M20 62H30 68T05 PDFBibTeX XMLCite \textit{D. Burov} et al., Multiscale Model. Simul. 19, No. 2, 1011--1040 (2021; Zbl 1487.60088) Full Text: DOI arXiv
Morvai, Gusztáv; Weiss, Benjamin On universal algorithms for classifying and predicting stationary processes. (English) Zbl 1479.60080 Probab. Surv. 18, 77-131 (2021). MSC: 60G25 PDFBibTeX XMLCite \textit{G. Morvai} and \textit{B. Weiss}, Probab. Surv. 18, 77--131 (2021; Zbl 1479.60080) Full Text: DOI
Berti, Patrizia; Dreassi, Emanuela; Pratelli, Luca; Rigo, Pietro Asymptotics of certain conditionally identically distributed sequences. (English) Zbl 1457.60061 Stat. Probab. Lett. 168, Article ID 108923, 10 p. (2021). MSC: 60G25 60F05 60G09 62F15 62M20 PDFBibTeX XMLCite \textit{P. Berti} et al., Stat. Probab. Lett. 168, Article ID 108923, 10 p. (2021; Zbl 1457.60061) Full Text: DOI
Kim, Song-Kyoo Robust Pairwise n-Person Stochastic Duel Game. arXiv:2103.02803 Preprint, arXiv:2103.02803 [math.OC] (2021). MSC: 60G25 60G40 90B50 90B60 91A06 91A35 91A60 91B06 BibTeX Cite \textit{S.-K. Kim}, ``Robust Pairwise n-Person Stochastic Duel Game'', Preprint, arXiv:2103.02803 [math.OC] (2021) Full Text: arXiv OA License
Hamza, Daoudi; Mechab, Boubaker; Chikr Elmezouar, Zouaoui Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data. (English) Zbl 07549048 Commun. Stat., Theory Methods 49, No. 3, 513-530 (2020). MSC: 60G25 62G05 62G08 62G20 62N02 PDFBibTeX XMLCite \textit{D. Hamza} et al., Commun. Stat., Theory Methods 49, No. 3, 513--530 (2020; Zbl 07549048) Full Text: DOI
Zhu, Chunhua; Wang, Jiaojiao; Tian, Jiake Grain consumption forecasting: one modified MLR model combined with time series forecasting theory. (English) Zbl 1486.60069 Int. J. Math. Math. Sci. 2020, Article ID 3956717, 11 p. (2020). MSC: 60G25 62M10 PDFBibTeX XMLCite \textit{C. Zhu} et al., Int. J. Math. Math. Sci. 2020, Article ID 3956717, 11 p. (2020; Zbl 1486.60069) Full Text: DOI OA License
Bai, Chao; Li, Haiqi Admissibility of simultaneous prediction for actual and average values in finite population. (English) Zbl 1497.60053 J. Inequal. Appl. 2018, Paper No. 117, 15 p. (2018). MSC: 60G25 62M20 PDFBibTeX XMLCite \textit{C. Bai} and \textit{H. Li}, J. Inequal. Appl. 2018, Paper No. 117, 15 p. (2018; Zbl 1497.60053) Full Text: DOI OA License
Nakano, Naoto; Inatsu, Masaru; Kusuoka, Seiichiro; Saiki, Yoshitaka Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates. (English) Zbl 1404.60054 Japan J. Ind. Appl. Math. 35, No. 2, 553-589 (2018). MSC: 60G25 62M10 62M20 PDFBibTeX XMLCite \textit{N. Nakano} et al., Japan J. Ind. Appl. Math. 35, No. 2, 553--589 (2018; Zbl 1404.60054) Full Text: DOI
Zhu, Yuanran; Dominy, Jason M.; Venturi, Daniele On the estimation of the Mori-Zwanzig memory integral. (English) Zbl 1402.60044 J. Math. Phys. 59, No. 10, 103501, 39 p. (2018). MSC: 60G25 82C05 82C70 60H30 91E40 PDFBibTeX XMLCite \textit{Y. Zhu} et al., J. Math. Phys. 59, No. 10, 103501, 39 p. (2018; Zbl 1402.60044) Full Text: DOI arXiv
Klotz, Lutz; Mädler, Conrad On the notion of minimality of a \(q\)-variate stationary sequence. (English) Zbl 1390.60147 Complex Anal. Oper. Theory 12, No. 1, 1-15 (2018). MSC: 60G25 62M10 62M20 15A03 PDFBibTeX XMLCite \textit{L. Klotz} and \textit{C. Mädler}, Complex Anal. Oper. Theory 12, No. 1, 1--15 (2018; Zbl 1390.60147) Full Text: DOI
Dogadova, Tatiana V.; Kusainov, Marat I.; Vasiliev, Vyacheslav A. Truncated estimation method and applications. (English) Zbl 1488.60101 Serdica Math. J. 43, No. 3-4, 221-266 (2017). Reviewer: Zdeněk Ryjáček MSC: 60G25 62M20 60G52 60J60 62F12 93E10 PDFBibTeX XMLCite \textit{T. V. Dogadova} et al., Serdica Math. J. 43, No. 3--4, 221--266 (2017; Zbl 1488.60101)
Vovk, Vladimir; Pavlovic, Dusko Universal probability-free prediction. (English) Zbl 1384.60076 Ann. Math. Artif. Intell. 81, No. 1-2, 47-70 (2017). MSC: 60G25 62M20 68Q32 68T05 62G15 PDFBibTeX XMLCite \textit{V. Vovk} and \textit{D. Pavlovic}, Ann. Math. Artif. Intell. 81, No. 1--2, 47--70 (2017; Zbl 1384.60076) Full Text: DOI arXiv
Cheng, Conghua; Liu, Zhi; Wan, Yi Empirical likelihood for compound Poisson processes under infinite second moment. (English) Zbl 1386.60149 Commun. Stat., Theory Methods 46, No. 17, 8618-8627 (2017). MSC: 60G25 60G20 PDFBibTeX XMLCite \textit{C. Cheng} et al., Commun. Stat., Theory Methods 46, No. 17, 8618--8627 (2017; Zbl 1386.60149) Full Text: DOI
Matsui, Muneya Prediction of components in random sums. (English) Zbl 1370.60068 Methodol. Comput. Appl. Probab. 19, No. 2, 573-587 (2017). MSC: 60G25 60G50 62M20 60G51 65C60 PDFBibTeX XMLCite \textit{M. Matsui}, Methodol. Comput. Appl. Probab. 19, No. 2, 573--587 (2017; Zbl 1370.60068) Full Text: DOI arXiv
Zhai, Linwei; Qin, Jian; Yu, Lean Hybridizing support vector machines into genetic algorithm for key factor exploration in core competence evaluation of aviation manufacturing enterprises. (English) Zbl 1474.60112 Filomat 30, No. 15, 4191-4198 (2016). MSC: 60G25 62M20 PDFBibTeX XMLCite \textit{L. Zhai} et al., Filomat 30, No. 15, 4191--4198 (2016; Zbl 1474.60112) Full Text: DOI
Yu, Lean; Li, Xinxie; Tang, Ling; Gao, Li An elm-based classification algorithm with optimal cutoff selection for credit risk assessment. (English) Zbl 1474.60111 Filomat 30, No. 15, 4027-4036 (2016). MSC: 60G25 62M20 PDFBibTeX XMLCite \textit{L. Yu} et al., Filomat 30, No. 15, 4027--4036 (2016; Zbl 1474.60111) Full Text: DOI
Bulinski, Alexander V.; Rakitko, Alexander S. Simulation and analytical approach to the identification of significant factors. (English) Zbl 1345.60036 Commun. Stat., Simulation Comput. 45, No. 5, 1430-1450 (2016). MSC: 60G25 62M20 60F05 60G09 62G05 62G20 62H30 65C60 PDFBibTeX XMLCite \textit{A. V. Bulinski} and \textit{A. S. Rakitko}, Commun. Stat., Simulation Comput. 45, No. 5, 1430--1450 (2016; Zbl 1345.60036) Full Text: DOI arXiv
Ruiz-Medina, M. D.; Romano, E.; Fernández-Pascual, R. Plug-in prediction intervals for a special class of standard ARH(1) processes. (English) Zbl 1346.60052 J. Multivariate Anal. 146, 138-150 (2016). MSC: 60G25 62M20 62M10 60G15 60G60 60G07 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina} et al., J. Multivariate Anal. 146, 138--150 (2016; Zbl 1346.60052) Full Text: DOI
Nguyen, N. C.; Men, H.; Freund, R. M.; Peraire, J. Functional regression for state prediction using linear PDE models and observations. (English) Zbl 1350.60038 SIAM J. Sci. Comput. 38, No. 2, B247-B271 (2016). MSC: 60G25 62G08 60G15 62M20 35L05 35K05 35K57 35L65 65C60 65N75 PDFBibTeX XMLCite \textit{N. C. Nguyen} et al., SIAM J. Sci. Comput. 38, No. 2, B247--B271 (2016; Zbl 1350.60038) Full Text: DOI
Mohammadi, Mohammad; Mohammadpour, Adel On the best linear prediction of linear processes. (English) Zbl 1354.60043 J. Appl. Funct. Anal. 10, No. 3-4, 254-265 (2015). MSC: 60G25 62M20 PDFBibTeX XMLCite \textit{M. Mohammadi} and \textit{A. Mohammadpour}, J. Appl. Funct. Anal. 10, No. 3--4, 254--265 (2015; Zbl 1354.60043)
Alpay, Daniel; Kipnis, Alon Wiener chaos approach to optimal prediction. (English) Zbl 1334.60057 Numer. Funct. Anal. Optim. 36, No. 10, 1286-1306 (2015). MSC: 60G25 60G15 60G10 60G22 60H40 62M20 30H10 PDFBibTeX XMLCite \textit{D. Alpay} and \textit{A. Kipnis}, Numer. Funct. Anal. Optim. 36, No. 10, 1286--1306 (2015; Zbl 1334.60057) Full Text: DOI arXiv
Cheng, Raymond; Harris, Charles B. Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages. (English) Zbl 1334.60059 J. Time Ser. Anal. 36, No. 6, 853-875 (2015). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 60G25 60G52 62M20 62M10 46N30 46E35 PDFBibTeX XMLCite \textit{R. Cheng} and \textit{C. B. Harris}, J. Time Ser. Anal. 36, No. 6, 853--875 (2015; Zbl 1334.60059) Full Text: DOI
Makagon, Andrzej Innovation and factorization of the density of a regular PC sequence. (English) Zbl 1339.60039 Probab. Math. Stat. 35, No. 1, 15-30 (2015). MSC: 60G25 30H10 PDFBibTeX XMLCite \textit{A. Makagon}, Probab. Math. Stat. 35, No. 1, 15--30 (2015; Zbl 1339.60039) Full Text: Link
Kusainov, Marat I.; Vasiliev, Vyacheslav A. On optimal adaptive prediction of multivariate autoregression. (English) Zbl 1326.60050 Sequential Anal. 34, No. 2, 211-234 (2015). MSC: 60G25 62M20 60G40 62F35 62H12 62J05 62L10 PDFBibTeX XMLCite \textit{M. I. Kusainov} and \textit{V. A. Vasiliev}, Sequential Anal. 34, No. 2, 211--234 (2015; Zbl 1326.60050) Full Text: DOI
Fendick, Kerry Covariance Kernels of Gaussian Markov Processes. arXiv:1501.02229 Preprint, arXiv:1501.02229 [math.PR] (2015). MSC: 60G25 BibTeX Cite \textit{K. Fendick}, ``Covariance Kernels of Gaussian Markov Processes'', Preprint, arXiv:1501.02229 [math.PR] (2015) Full Text: arXiv OA License
Rainer, Martin; Giebel, Stefan Prediction of CO\(_2\) future prices for energy risk management via neural network adapted stochastic processes. (English) Zbl 1389.60057 Palest. J. Math. 3, No. 2, 175-184 (2014). MSC: 60G25 62M20 62M45 68T05 91B25 91B70 91B76 PDFBibTeX XMLCite \textit{M. Rainer} and \textit{S. Giebel}, Palest. J. Math. 3, No. 2, 175--184 (2014; Zbl 1389.60057) Full Text: Link
Branicki, Michal; Chen, Nan; Majda, Andrew J. Non-Gaussian test models for prediction and state estimation with model errors. (English) Zbl 1334.60058 Ciarlet, Philippe G. (ed.) et al., Partial differential equations. Theory, control and approximation. In honor of the scientific heritage of Jacques-Louis Lions. Selected papers based on the presentations at the international conference on partial differential equations: theory, control and approximation, Shanghai, China, May 28 – June 1, 2012. Berlin: Springer (ISBN 978-3-642-41400-8/hbk; 978-3-642-41401-5/ebook). 99-138 (2014). MSC: 60G25 60H30 60H10 62M20 35Q84 82C31 94A15 PDFBibTeX XMLCite \textit{M. Branicki} et al., in: Partial differential equations. Theory, control and approximation. In honor of the scientific heritage of Jacques-Louis Lions. Selected papers based on the presentations at the international conference on partial differential equations: theory, control and approximation, Shanghai, China, May 28 -- June 1, 2012. Berlin: Springer. 99--138 (2014; Zbl 1334.60058) Full Text: DOI Link
Brynjarsdóttir, Jenný; O’Hagan, Anthony Learning about physical parameters: the importance of model discrepancy. (English) Zbl 1307.60042 Inverse Probl. 30, No. 11, Article ID 114007, 24 p. (2014). MSC: 60G25 60G15 62M20 65B05 65J22 PDFBibTeX XMLCite \textit{J. Brynjarsdóttir} and \textit{A. O'Hagan}, Inverse Probl. 30, No. 11, Article ID 114007, 24 p. (2014; Zbl 1307.60042) Full Text: DOI
Dubovets’ka, I. I.; Moklyachuk, M. P. Extrapolation of periodically correlated stochastic processes observed with noise. (English. Ukrainian original) Zbl 1353.60040 Theory Probab. Math. Stat. 88, 67-83 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 60-75 (2013). MSC: 60G25 62M20 62M09 60G35 62M15 60G10 93E10 PDFBibTeX XMLCite \textit{I. I. Dubovets'ka} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 88, 67--83 (2014; Zbl 1353.60040); translation from Teor. Jmovirn. Mat. Stat. 88, 60--75 (2013) Full Text: DOI
Baltagi, Badi H.; Pirotte, Alain Prediction in an unbalanced nested error components panel data model. (English) Zbl 1397.60073 J. Forecast. 32, No. 8, 755-768 (2013). MSC: 60G25 65C05 PDFBibTeX XMLCite \textit{B. H. Baltagi} and \textit{A. Pirotte}, J. Forecast. 32, No. 8, 755--768 (2013; Zbl 1397.60073) Full Text: DOI
Ohtsuka, Yoshihiro; Kakamu, Kazuhiko Space-time model versus VAR model: forecasting electricity demand in Japan. (English) Zbl 1397.60076 J. Forecast. 32, No. 1, 75-85 (2013). MSC: 60G25 91G60 PDFBibTeX XMLCite \textit{Y. Ohtsuka} and \textit{K. Kakamu}, J. Forecast. 32, No. 1, 75--85 (2013; Zbl 1397.60076) Full Text: DOI
Giovannetti, Bruno Cara Nonlinear forecasting using factor-augmented models. (English) Zbl 1397.60074 J. Forecast. 32, No. 1, 32-40 (2013). MSC: 60G25 62P20 62H25 91B64 PDFBibTeX XMLCite \textit{B. C. Giovannetti}, J. Forecast. 32, No. 1, 32--40 (2013; Zbl 1397.60074) Full Text: DOI
McMillan, David G.; Quiroga García, Raquel Does information help intra-day volatility forecasts? (English) Zbl 1397.60075 J. Forecast. 32, No. 1, 1-9 (2013). MSC: 60G25 62P05 91B84 PDFBibTeX XMLCite \textit{D. G. McMillan} and \textit{R. Quiroga García}, J. Forecast. 32, No. 1, 1--9 (2013; Zbl 1397.60075) Full Text: DOI
Mandrekar, V. The work of Wiener and Masani on prediction theory and harmonic analysis. (English) Zbl 1320.60100 Bhatia, Rajendra (ed.) et al., Connected at infinity II. A selection of mathematics by Indians. New Delhi: Hindustan Book Agency (ISBN 978-93-80250-51-9/hbk; 978-93-86279-56-9/ebook). Texts and Readings in Mathematics 67, 173-184 (2013). Reviewer: S. L. Singh (Rishikesh) MSC: 60G25 60-03 42-03 01A60 01A32 PDFBibTeX XMLCite \textit{V. Mandrekar}, Texts Read. Math. 67, 173--184 (2013; Zbl 1320.60100)
Thorarinsdottir, Thordis L.; Gneiting, Tilmann; Gissibl, Nadine Using proper divergence functions to evaluate climate models. (English) Zbl 1401.60067 SIAM/ASA J. Uncertain. Quantif. 1, 522-534 (2013). MSC: 60G25 62C05 62P12 PDFBibTeX XMLCite \textit{T. L. Thorarinsdottir} et al., SIAM/ASA J. Uncertain. Quantif. 1, 522--534 (2013; Zbl 1401.60067) Full Text: DOI arXiv
Sunehag, Peter; Hutter, Marcus Principles of Solomonoff induction and AIXI. (English) Zbl 1401.60066 Dowe, David L. (ed.), Algorithmic probability and friends. Bayesian prediction and artificial intelligence. Papers from the Ray Solomonoff 85th memorial conference, Melbourne, VIC, Australia, November 30 – December 2, 2011. Berlin: Springer (ISBN 978-3-642-44957-4/pbk). Lecture Notes in Computer Science 7070. Lecture Notes in Artificial Intelligence, 386-398 (2013). MSC: 60G25 68Q30 68T05 PDFBibTeX XMLCite \textit{P. Sunehag} and \textit{M. Hutter}, Lect. Notes Comput. Sci. 7070, 386--398 (2013; Zbl 1401.60066) Full Text: DOI arXiv
Branicki, Michal; Chen, Nan; Majda, Andrew J. Non-Gaussian test models for prediction and state estimation with model errors. (English) Zbl 1316.60055 Chin. Ann. Math., Ser. B 34, No. 1, 29-64 (2013). MSC: 60G25 60H10 60H30 62M20 82C31 94A15 PDFBibTeX XMLCite \textit{M. Branicki} et al., Chin. Ann. Math., Ser. B 34, No. 1, 29--64 (2013; Zbl 1316.60055) Full Text: DOI Link
Martin, Rodney A. Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes. (English) Zbl 1281.60039 J. Time Ser. Anal. 33, No. 4, 583-607 (2012). MSC: 60G25 60G15 62G32 62M10 62M20 93E11 PDFBibTeX XMLCite \textit{R. A. Martin}, J. Time Ser. Anal. 33, No. 4, 583--607 (2012; Zbl 1281.60039) Full Text: DOI
Dubovetska, I. I.; Moklyachuk, M. P. Minimax interpolation of periodically correlated processes. (Ukrainian. English summary) Zbl 1289.60075 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 2, 51-62 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{I. I. Dubovetska} and \textit{M. P. Moklyachuk}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 2, 51--62 (2012; Zbl 1289.60075)
Moklyachuk, M. P.; Dubovets’ka, I. I. Filtering of periodically correlated processes. (Ukrainian. English summary) Zbl 1289.60077 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 149-158 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{I. I. Dubovets'ka}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 149--158 (2012; Zbl 1289.60077)
Luz, M. M.; Moklyachuk, M. P. Interpolation of functionals of stochastic sequences with stationary increments from observations with noise. (Ukrainian. English summary) Zbl 1289.60076 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 131-148 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 131--148 (2012; Zbl 1289.60076)
Seidenfeld, Teddy; Schervish, Mark J.; Kadane, Joseph B. Forecasting with imprecise probabilities. (English) Zbl 1284.60082 Int. J. Approx. Reasoning 53, No. 8, 1248-1261 (2012). Reviewer: Krzysztof Piasecki (Poznań) MSC: 60G25 60A99 91B06 PDFBibTeX XMLCite \textit{T. Seidenfeld} et al., Int. J. Approx. Reasoning 53, No. 8, 1248--1261 (2012; Zbl 1284.60082) Full Text: DOI Link
Duchon, Jean; Robert, Raoul; Vargas, Vincent Forecasting volatility with the multifractal random walk model. (English) Zbl 1279.60051 Math. Finance 22, No. 1, 83-108 (2012). MSC: 60G25 60G15 60G22 60G57 62M20 91B70 PDFBibTeX XMLCite \textit{J. Duchon} et al., Math. Finance 22, No. 1, 83--108 (2012; Zbl 1279.60051) Full Text: DOI arXiv HAL
Ano, Katsunori; Ivanov, Roman On predicting the ultimate maximum for exponential Lévy processes. (English) Zbl 1255.60066 Electron. Commun. Probab. 17, Paper No. 46, 9 p. (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G25 60G51 60G70 PDFBibTeX XMLCite \textit{K. Ano} and \textit{R. Ivanov}, Electron. Commun. Probab. 17, Paper No. 46, 9 p. (2012; Zbl 1255.60066) Full Text: DOI
Paparoditis, Efstathios; Sapatinas, Theofanis Short-Term Load Forecasting: The Similar Shape Functional Time Series Predictor. arXiv:1201.2617 Preprint, arXiv:1201.2617 [math.ST] (2012). MSC: 60G25 62M20 62P30 BibTeX Cite \textit{E. Paparoditis} and \textit{T. Sapatinas}, ``Short-Term Load Forecasting: The Similar Shape Functional Time Series Predictor'', Preprint, arXiv:1201.2617 [math.ST] (2012) Full Text: DOI arXiv OA License
Martin, Rodney A. Errata for “A state-space approach to optimal level-crossing prediction for linear Gaussian processes”. (English) Zbl 1391.60080 IEEE Trans. Inf. Theory 57, No. 11, 7658 (2011). MSC: 60G25 60G15 62M20 93E11 PDFBibTeX XMLCite \textit{R. A. Martin}, IEEE Trans. Inf. Theory 57, No. 11, 7658 (2011; Zbl 1391.60080) Full Text: DOI
Ryabko, Daniil On the relation between realizable and nonrealizable cases of the sequence prediction problem. (English) Zbl 1280.60027 J. Mach. Learn. Res. 12, 2161-2180 (2011). MSC: 60G25 60B10 62M10 PDFBibTeX XMLCite \textit{D. Ryabko}, J. Mach. Learn. Res. 12, 2161--2180 (2011; Zbl 1280.60027) Full Text: Link
Stein, Michael L. 2010 Rietz lecture: When does the screening effect hold? (English) Zbl 1246.60061 Ann. Stat. 39, No. 6, 2795-2819 (2011). MSC: 60G25 62M30 62M15 PDFBibTeX XMLCite \textit{M. L. Stein}, Ann. Stat. 39, No. 6, 2795--2819 (2011; Zbl 1246.60061) Full Text: DOI arXiv Euclid
Duncan, Tyrone E.; Fink, Holger Corrigendum to “Prediction for some processes related to a fractional Brownian motion”. (English) Zbl 1221.60052 Stat. Probab. Lett. 81, No. 8, 1336-1337 (2011). MSC: 60G25 60G22 60G35 PDFBibTeX XMLCite \textit{T. E. Duncan} and \textit{H. Fink}, Stat. Probab. Lett. 81, No. 8, 1336--1337 (2011; Zbl 1221.60052) Full Text: DOI
Morvai, Gusztáv; Weiss, Benjamin Nonparametric sequential prediction for stationary processes. (English) Zbl 1301.60052 Ann. Probab. 39, No. 3, 1137-1160 (2011). MSC: 60G25 60G10 62G05 PDFBibTeX XMLCite \textit{G. Morvai} and \textit{B. Weiss}, Ann. Probab. 39, No. 3, 1137--1160 (2011; Zbl 1301.60052) Full Text: DOI arXiv
Martin, Rodney A. A state-space approach to optimal level-crossing prediction for linear Gaussian processes. (English) Zbl 1366.60072 IEEE Trans. Inf. Theory 56, No. 10, 5083-5096 (2010); erratum ibid. 57, No. 11, 7658 (2011). MSC: 60G25 60G15 62M20 93E11 PDFBibTeX XMLCite \textit{R. A. Martin}, IEEE Trans. Inf. Theory 56, No. 10, 5083--5096 (2010; Zbl 1366.60072) Full Text: DOI
Soltani, A. R.; Khorshidian, K.; Ghafaripour, A. Prediction for reward processes. (English) Zbl 1209.60025 Stoch. Models 26, No. 2, 242-255 (2010). Reviewer: Edward Omey (Brussels) MSC: 60G25 60K15 60K05 PDFBibTeX XMLCite \textit{A. R. Soltani} et al., Stoch. Models 26, No. 2, 242--255 (2010; Zbl 1209.60025) Full Text: DOI
Matsui, Muneya; Mikosch, Thomas Prediction in a Poisson cluster model. (English) Zbl 1200.60033 J. Appl. Probab. 47, No. 2, 350-366 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 62P05 60G55 60K30 91B30 PDFBibTeX XMLCite \textit{M. Matsui} and \textit{T. Mikosch}, J. Appl. Probab. 47, No. 2, 350--366 (2010; Zbl 1200.60033) Full Text: DOI
Chernov, Alexey; Kalnishkan, Yuri; Zhdanov, Fedor; Vovk, Vladimir Supermartingales in prediction with expert advice. (English) Zbl 1208.60037 Theor. Comput. Sci. 411, No. 29-30, 2647-2669 (2010). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G25 62M20 60G42 PDFBibTeX XMLCite \textit{A. Chernov} et al., Theor. Comput. Sci. 411, No. 29--30, 2647--2669 (2010; Zbl 1208.60037) Full Text: DOI
Yao, Tianxiang; Liu, Sifeng; Xie, Naiming On the properties of small sample of \(GM(1,1)\) model. (English) Zbl 1205.60085 Appl. Math. Modelling 33, No. 4, 1894-1903 (2009). MSC: 60G25 62M20 PDFBibTeX XMLCite \textit{T. Yao} et al., Appl. Math. Modelling 33, No. 4, 1894--1903 (2009; Zbl 1205.60085) Full Text: DOI
de Cooman, Gert; Miranda, Enrique; Quaeghebeur, Erik Representation insensitivity in immediate prediction under exchangeability. (English) Zbl 1221.60053 Int. J. Approx. Reasoning 50, No. 2, 204-216 (2009). Reviewer: Marisela Domínguez (Caracas) MSC: 60G25 60G09 60A99 62M20 62G99 PDFBibTeX XMLCite \textit{G. de Cooman} et al., Int. J. Approx. Reasoning 50, No. 2, 204--216 (2009; Zbl 1221.60053) Full Text: DOI Link
Liu, Xu-Qing; Wang, Dong-Dong; Rong, Jian-Ying Quadratic prediction and quadratic sufficiency in finite populations. (English) Zbl 1173.60318 J. Multivariate Anal. 100, No. 9, 1979-1988 (2009). MSC: 60G25 15A09 62F10 PDFBibTeX XMLCite \textit{X.-Q. Liu} et al., J. Multivariate Anal. 100, No. 9, 1979--1988 (2009; Zbl 1173.60318) Full Text: DOI
Rong, Jian-Ying; Liu, Xu-Qing On the closed form of optimal invariant quadratic predictors in finite populations. (English) Zbl 1173.60014 Commun. Stat., Theory Methods 38, No. 15, 2541-2551 (2009). MSC: 60G25 15A09 62J05 PDFBibTeX XMLCite \textit{J.-Y. Rong} and \textit{X.-Q. Liu}, Commun. Stat., Theory Methods 38, No. 15, 2541--2551 (2009; Zbl 1173.60014) Full Text: DOI
Löhr, Wolfgang; Ay, Nihat On the generative nature of prediction. (English) Zbl 1172.60009 Adv. Complex Syst. 12, No. 2, 169-194 (2009). MSC: 60G25 60J22 62M20 93E14 60J99 PDFBibTeX XMLCite \textit{W. Löhr} and \textit{N. Ay}, Adv. Complex Syst. 12, No. 2, 169--194 (2009; Zbl 1172.60009) Full Text: DOI
McVinish, Ross S. Optimising prediction error among completely monotone covariance sequences. (English) Zbl 1191.60049 Electron. Commun. Probab. 13, 113-120 (2008). MSC: 60G25 62M10 62M20 PDFBibTeX XMLCite \textit{R. S. McVinish}, Electron. Commun. Probab. 13, 113--120 (2008; Zbl 1191.60049) Full Text: DOI EuDML EMIS
Fomin-Shatashvili, A. A.; Shatashvili, A. D. A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. II. (English. Russian original) Zbl 1162.60319 Cybern. Syst. Anal. 44, No. 4, 555-563 (2008); Translation from Kibern. Sist. Anal. 2008, No. 4, 110-119 (2008). MSC: 60G25 60H10 60H35 PDFBibTeX XMLCite \textit{A. A. Fomin-Shatashvili} and \textit{A. D. Shatashvili}, Cybern. Syst. Anal. 44, No. 4, 555--563 (2008; Zbl 1162.60319) Full Text: DOI
Inoue, Akihiko; Kasahara, Yukio; Phartyal, Punam Baxter’s inequality for fractional Brownian motion-type processes with Hurst index less than 1/2. (English) Zbl 1152.60034 Stat. Probab. Lett. 78, No. 17, 2889-2894 (2008). MSC: 60G25 60G15 PDFBibTeX XMLCite \textit{A. Inoue} et al., Stat. Probab. Lett. 78, No. 17, 2889--2894 (2008; Zbl 1152.60034) Full Text: DOI arXiv
Ryabko, Daniil Some sufficient conditions on an arbitrary class of stochastic processes for the existence of a predictor. (English) Zbl 1156.60312 Freund, Yoav (ed.) et al., Algorithmic learning theory. 19th international conference, ALT 2008, Budapest, Hungary, October 13–16, 2008. Proceedings. Berlin: Springer (ISBN 978-3-540-87986-2/pbk). Lecture Notes in Computer Science 5254. Lecture Notes in Artificial Intelligence, 169-182 (2008). MSC: 60G25 PDFBibTeX XMLCite \textit{D. Ryabko}, Lect. Notes Comput. Sci. 5254, 169--182 (2008; Zbl 1156.60312) Full Text: DOI Link
Dokuchaev, Nikolai The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters. (English) Zbl 1147.60026 J. Phys. A, Math. Theor. 41, No. 38, Article ID 382002, 7 p. (2008). MSC: 60G25 93E10 42B30 PDFBibTeX XMLCite \textit{N. Dokuchaev}, J. Phys. A, Math. Theor. 41, No. 38, Article ID 382002, 7 p. (2008; Zbl 1147.60026) Full Text: DOI arXiv Link
Fomin-Shatashvili, A. A.; Shatashvili, A. D. A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I. (English. Russian original) Zbl 1158.60340 Cybern. Syst. Anal. 44, No. 3, 434-440 (2008); translation from Kibern. Sist. Anal. 2008, No. 3, 149-157 (2008). MSC: 60G25 PDFBibTeX XMLCite \textit{A. A. Fomin-Shatashvili} and \textit{A. D. Shatashvili}, Cybern. Syst. Anal. 44, No. 3, 434--440 (2008; Zbl 1158.60340); translation from Kibern. Sist. Anal. 2008, No. 3, 149--157 (2008) Full Text: DOI
Mendelson, Shahar Obtaining fast error rates in nonconvex situations. (English) Zbl 1338.60112 J. Complexity 24, No. 3, 380-397 (2008). MSC: 60G25 46N30 62E17 PDFBibTeX XMLCite \textit{S. Mendelson}, J. Complexity 24, No. 3, 380--397 (2008; Zbl 1338.60112) Full Text: DOI
Ryabko, Daniil; Hutter, Marcus Predicting non-stationary processes. (English) Zbl 1145.60023 Appl. Math. Lett. 21, No. 5, 477-482 (2008). Reviewer: Michael Högele (Berlin) MSC: 60G25 60E99 PDFBibTeX XMLCite \textit{D. Ryabko} and \textit{M. Hutter}, Appl. Math. Lett. 21, No. 5, 477--482 (2008; Zbl 1145.60023) Full Text: DOI Link
Masyutka, Oleksandr Yu. On extrapolation problem for multidimensional stationary sequence. (Ukrainian. English summary) Zbl 1164.60356 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2007, No. 2, 18-20 (2007). MSC: 60G25 62M40 PDFBibTeX XMLCite \textit{O. Yu. Masyutka}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2007, No. 2, 18--20 (2007; Zbl 1164.60356)
Zong, Zhaojun; Hu, Feng Asymptotic theory for a risk process with a high dividend barrier. (English) Zbl 1150.60017 Appl. Math., Ser. B (Engl. Ed.) 22, No. 3, 253-258 (2007). MSC: 60G25 62P05 91B30 PDFBibTeX XMLCite \textit{Z. Zong} and \textit{F. Hu}, Appl. Math., Ser. B (Engl. Ed.) 22, No. 3, 253--258 (2007; Zbl 1150.60017) Full Text: DOI
Xu, Yeji Linear prediction of a homogeneous random field with continuous parameters and Markov property. (Chinese. English summary) Zbl 1141.60336 J. Math., Wuhan Univ. 27, No. 4, 476-482 (2007). MSC: 60G25 60G60 PDFBibTeX XMLCite \textit{Y. Xu}, J. Math., Wuhan Univ. 27, No. 4, 476--482 (2007; Zbl 1141.60336)
Xu, Yeji Linear prediction theory of a homogeneous random field with discrete parameters. XV. (Chinese. English summary) Zbl 1141.60335 Chin. J. Eng. Math. 24, No. 2, 287-291 (2007). MSC: 60G25 62M20 62M40 60G60 PDFBibTeX XMLCite \textit{Y. Xu}, Chin. J. Eng. Math. 24, No. 2, 287--291 (2007; Zbl 1141.60335)
Inoue, A.; Anh, V. V. Prediction of fractional Brownian motion-type processes. (English) Zbl 1117.60044 Stochastic Anal. Appl. 25, No. 3, 641-666 (2007). MSC: 60G25 60G15 PDFBibTeX XMLCite \textit{A. Inoue} and \textit{V. V. Anh}, Stochastic Anal. Appl. 25, No. 3, 641--666 (2007; Zbl 1117.60044) Full Text: DOI Link
Pourahmadi, Mohsen; Inoue, Akihiko; Kasahara, Yukio A prediction problem in \(L^2 (w)\). (English) Zbl 1121.60041 Proc. Am. Math. Soc. 135, No. 4, 1233-1239 (2007). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. Pourahmadi} et al., Proc. Am. Math. Soc. 135, No. 4, 1233--1239 (2007; Zbl 1121.60041) Full Text: DOI
Lugosi, Gábor Randomized prediction of individual sequences. (Prédiction randomisée de suites individuelles.) (French. English summary) Zbl 1409.60063 J. Soc. Fr. Stat. 147, No. 1, 5-37 (2006). MSC: 60G25 PDFBibTeX XMLCite \textit{G. Lugosi}, J. Soc. Fr. Stat. 147, No. 1, 5--37 (2006; Zbl 1409.60063)
Xu, Yeji Linear prediction theory of a homogeneous random field with continuous parameter. II. (Chinese. English summary) Zbl 1127.60035 Chin. J. Eng. Math. 23, No. 1, 147-152 (2006). MSC: 60G25 60G60 62M20 PDFBibTeX XMLCite \textit{Y. Xu}, Chin. J. Eng. Math. 23, No. 1, 147--152 (2006; Zbl 1127.60035)
Xu, Yeji Linear prediction theory of a homogeneous random field with continuous parameter. III. (Chinese. English summary) Zbl 1126.60029 Pure Appl. Math. 22, No. 3, 392-398 (2006). MSC: 60G25 PDFBibTeX XMLCite \textit{Y. Xu}, Pure Appl. Math. 22, No. 3, 392--398 (2006; Zbl 1126.60029)
Hill, Jonathan B. Strong orthogonal decompositions and nonlinear impulse response functions for infinite-variance processes. (English) Zbl 1109.60033 Can. J. Stat. 34, No. 3, 453-473 (2006). Reviewer: George Stoica (Saint John) MSC: 60G25 PDFBibTeX XMLCite \textit{J. B. Hill}, Can. J. Stat. 34, No. 3, 453--473 (2006; Zbl 1109.60033) Full Text: DOI
Cuny, Christophe On the prediction of vector-valued random fields and the spectral distribution of their evanescent component. (English) Zbl 1101.60025 J. Multivariate Anal. 97, No. 8, 1842-1869 (2006). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G25 42B99 60G60 62M15 PDFBibTeX XMLCite \textit{C. Cuny}, J. Multivariate Anal. 97, No. 8, 1842--1869 (2006; Zbl 1101.60025) Full Text: DOI
Xu, Yeji Linear prediction theory of a homogeneous random field with discrete parameters. XIV. (Chinese. English summary) Zbl 1099.60504 Math. Appl. 19, No. 2, 217-224 (2006). MSC: 60G25 62M20 62M40 PDFBibTeX XMLCite \textit{Y. Xu}, Math. Appl. 19, No. 2, 217--224 (2006; Zbl 1099.60504)
Duncan, T. E. Prediction for some processes related to a fractional Brownian motion. (English) Zbl 1089.60024 Stat. Probab. Lett. 76, No. 2, 128-134 (2006). MSC: 60G25 62M20 PDFBibTeX XMLCite \textit{T. E. Duncan}, Stat. Probab. Lett. 76, No. 2, 128--134 (2006; Zbl 1089.60024) Full Text: DOI