Publication Date
9-8-1969
Abstract
Let x1,…,xm be radom variables with an arbitrary (initial) distribution functions F. For i>=m, define
Xi+1=f(theta,x1,…,x1-m+1)+oZi
Where theta is an unknown parameter in Euclidean r space and {Zi}inf m is a sequence of independent, identically distributed random variables with E[Zi]=0 and E[Z 2 i]=1. This type of process will be termed a generalized autoregressive process in the sequel.
Degree Name
Mathematics
Level of Degree
Doctoral
Department Name
Mathematics & Statistics
First Committee Member (Chair)
Lambert Herman Koopmans
Second Committee Member
Julius Rubin Blum
Third Committee Member
Clifford Ray Qualls
Language
English
Document Type
Dissertation
Recommended Citation
Dahlgren, Dirk Andrew. "Adaptive Nonlinear Prediction And Convergence Rates.." (1969). https://digitalrepository.unm.edu/math_etds/235
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