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March, 1987 Prediction and Design
Donald Ylvisaker
Ann. Statist. 15(1): 1-19 (March, 1987). DOI: 10.1214/aos/1176350247

Abstract

In various settings, the observation of a stochastic process at a finite number of locations leads to natural prediction and design questions. General problems of this type are introduced and then related to specific areas of application. A class of processes called G-MAPs is studied with reference to their predictive and other behavior. These processes include many familiar ones and, through being tied to Markov processes, allow a fresh view of prediction. Among other things, G-MAPs stand as reasonably workable possibilities for Bayesian priors in some complex contexts.

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Donald Ylvisaker. "Prediction and Design." Ann. Statist. 15 (1) 1 - 19, March, 1987. https://doi.org/10.1214/aos/1176350247

Information

Published: March, 1987
First available in Project Euclid: 12 April 2007

zbMATH: 0646.62080
MathSciNet: MR885721
Digital Object Identifier: 10.1214/aos/1176350247

Subjects:
Primary: 62M20
Secondary: 60G15, 62K05

Rights: Copyright © 1987 Institute of Mathematical Statistics

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Vol.15 • No. 1 • March, 1987
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