Accession Number:

AD0630756

Title:

RECENT TRENDS IN MULTIVARIATE PREDICTION THEORY

Descriptive Note:

Technical summary rept.

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1966-01-01

Pagination or Media Count:

58.0

Abstract:

The paper surveys the present state of the theory of linear, least squares prediction of -variate weakly stationary stochastic processes with discrete time. The emphasis is on logical order. Hence recent developments are described within the context of a general theory rather than chronologically. Methods for computing the predictor are briefly discussed, but purely statistical questions such as the estimation of covariances are omitted.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE