Article
Linear prediction of weak records: the discrete case
Author/s | López Blázquez, José Fernando |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2004 |
Deposit Date | 2016-09-29 |
Published in |
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Abstract | We characterize the family of discrete distributions for which the best mean square error predictor of a future weak record is a linear function of a past or observed weak record. |
Citation | López Blázquez, J.F. (2004). Linear prediction of weak records: the discrete case. Theory of Probability and Its Applications, 48 (4), 718-723. |
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