Browsing Theses by Subject "autoregressive estimates"
Now showing items 1-1 of 1
-
On MMSE Approximations of Stationary Time Series
(University of Waterloo, 2014-01-20)In a large number of applications arising in various fields of study, time series are approximated using linear MMSE estimates. Such approximations include finite order moving average and autoregressive approximations as ...