Optimising prediction error among completely monotone covariance sequences.
McVinish, Ross S.
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 113-120 / Harvested from The Electronic Library of Mathematics
Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:228425
@article{05636393,
     title = {Optimising prediction error among completely monotone covariance sequences.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {113-120},
     zbl = {1191.60049},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636393}
}
McVinish, Ross S. Optimising prediction error among completely monotone covariance sequences.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 113-120. http://gdmltest.u-ga.fr/item/05636393/