Search

Your search keyword '"*BINOMIAL theorem"' showing total 1 results
Start Over Descriptor "*BINOMIAL theorem" Topic binomial coefficients Publication Year Range More than 50 years ago

Refine your results

1 results on '"*BINOMIAL theorem"'

1. A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction.

Author

Bhansali, R. J.

Subjects
*PREDICTION theory, *ESTIMATION theory, *REGRESSION analysis, *SPECTRAL synthesis (Mathematics), *MONTE Carlo method, *AUTOREGRESSION (Statistics), *BINOMIAL coefficients, *BINOMIAL theorem
Abstract

We consider the question of estimating the linear, least-squares predictor of the future values of a real-valued, discrete, purely nondeterministic, stationary time series from its known past. A method of estimating the prediction coefficients from the usual 'windowed' estimates of spectral density function is put forward and a Monte Carlo comparison of this method with the more usual regression method of finding the best fitting autoregressive process by recursively solving the Yule-Walker equations is carried out. [ABSTRACT FROM AUTHOR]

Published
1973
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results