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Volumn 63, Issue 1, 1997, Pages 1-7

On optimal prediction for stochastic processes

Author keywords

Complete prediction sufficient statistic; Convex loss function; Mean squared error of prediction; Unbiased estimation; Uniformly minimum variance

Indexed keywords


EID: 0031591887     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00201-7     Document Type: Article
Times cited : (4)

References (9)
  • 2
    • 0010896350 scopus 로고    scopus 로고
    • Unbiased prediction in certain stochastic processes
    • to appear
    • Bhat, B.R. (1996). Unbiased prediction in certain stochastic processes. J. Indian Soc. Probab. Statist. (to appear).
    • (1996) J. Indian Soc. Probab. Statist.
    • Bhat, B.R.1
  • 4
    • 0010819627 scopus 로고
    • A note on optimal vector unbiased predictor
    • Chandrasekar, B. and T. Edwin Prabakaran (1994). A note on optimal vector unbiased predictor. Statist. Papers 35, 71-80.
    • (1994) Statist. Papers , vol.35 , pp. 71-80
    • Chandrasekar, B.1    Prabakaran, T.E.2
  • 6
    • 0010821632 scopus 로고
    • Unbiased prediction in Poisson and Yule processes
    • Johansson, B. (1990). Unbiased prediction in Poisson and Yule processes. Scand. J. Statist. 17, 135-145.
    • (1990) Scand. J. Statist. , vol.17 , pp. 135-145
    • Johansson, B.1
  • 7
    • 0010895461 scopus 로고
    • Sufficiency, prediction and extreme models
    • O.E. Barndorff-Nielsen, P. Blaesild and G. Schou, Eds. Math. Inst., Aarahus Univ. Aarahus, Denmark
    • Lauritzen, S.L. (1974). Sufficiency, prediction and extreme models, in: O.E. Barndorff-Nielsen, P. Blaesild and G. Schou, Eds., Proc. Conf on Foundational Questions in Statistical Inference. Math. Inst., Aarahus Univ. Aarahus, Denmark, 249-269.
    • (1974) Proc. Conf on Foundational Questions in Statistical Inference , pp. 249-269
    • Lauritzen, S.L.1
  • 9
    • 84988076020 scopus 로고
    • On prediction and mean squared error
    • Yatrakos, Y.G. (1992). On prediction and mean squared error. Can. J. Statist. 20, 187-200.
    • (1992) Can. J. Statist. , vol.20 , pp. 187-200
    • Yatrakos, Y.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.