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A comparison of linear versus non-linear prediction for polynomial functions of the Ornstein-Uhlenbeck process
III, John Donelson, Maltz, FredVolume:
9
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200036111
Date:
December, 1972
File:
PDF, 3.09 MB
english, 1972