Accession Number : AD0640868
Title : EMPIRICAL NONLINEAR PREDICTION AND POLYSPECTRA.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS
Personal Author(s) : Van Ness,John W.
Report Date : 12 SEP 1966
Pagination or Media Count : 19
Abstract : The classical linear prediction problem has received much attention both theoretically and empirically in the past few decades and a great deal is known about it (though there remain important open questions). The nonlinear prediction problem is much more difficult and much less is known about it. The present paper discusses a means of obtaining certain two-sided nonlinear predictors of a stationary process (X(t,w)) given a jointly stationary process (Y(t,w)). (Author)
Descriptors : (*MATHEMATICAL PREDICTION, *STATISTICAL PROCESSES)
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE