Accession Number:

AD0640868

Title:

EMPIRICAL NONLINEAR PREDICTION AND POLYSPECTRA.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1966-09-12

Pagination or Media Count:

19.0

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 Xt,w given a jointly stationary process Yt,w. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE