Abstract
The linear prediction problem as it arises in the case of stationary processes has attracted much attention. The problem has been studied most intensively when the prediction error is known to be positive. It is of some interest to consider a few simple situations in which the prediction error is zero, especially as a situation of this sort arises in Neumann’s theoretical model of storm-generated ocean waves [3]. I shall, unfortunately, not be able to discuss the problem that arises in the context of Neumann’s model in any detail.
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Davis, R.A., Lii, KS., Politis, D.N. (2011). Some Purely Deterministic Processes. In: Davis, R., Lii, KS., Politis, D. (eds) Selected Works of Murray Rosenblatt. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8339-8_15
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DOI: https://doi.org/10.1007/978-1-4419-8339-8_15
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