Prediction of Time Series From Finite Past
L. Davisson · Journal of the Society for Industrial and Applied Mathematics · 1965
Previous article Next article Prediction of Time Series From Finite PastL. D. DavissonL. D. Davissonhttps://doi.org/10.1137/0113052PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Ulf Grenander and , Gabor Szego, Toeplitz forms and their applications, California Monographs in Mathematical Sciences, University of California Press, Berkeley, 1958vii+245 MR0094840 0080.09501 CrossrefGoogle Scholar[2] Murray Rosenblatt, Some purely deterministic processes, J. Math. Mech., 6 (1957), 801–810 MR0093827 0080.35001 ISIGoogle Scholar[3] A. V. Balakrishnan, Effect of linear and nonlinear signal processing on signal statistics, J. Res. Nat. Bur. Standards Sect. D, 68D (1964), 953–965 MR0165992 0138.15205 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Weighting Coefficients for the Prediction of Stationary Time Series from the Finite PastSIAM Journal on Applied Mathematics, Vol. 15, No. 6 | 17 February 2012AbstractPDF (598 KB) Volume 13, Issue 3| 1965Journal of the Society for Industrial and Applied Mathematics603-912 History Submitted:05 June 1964Published online:13 July 2006 InformationCopyright © 1965 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0113052Article page range:pp. 819-826ISSN (print):0368-4245ISSN (online):2168-3484Publisher:Society for Industrial and Applied Mathematics