Determining the form of the mean of a stochastic process
AbstractLet [mu] be the mean function of an observable stochastic process whose sample paths fall in some Banach space with a basis and assume [mu] is also in this space. A procedure like Cover's (Ann. Statist.1, 862-871, 1973) is given which has the property that if the last nonzero coordinate of [mu] is the mth then with probability one this is discovered after at most a finite number of erros. If [mu] has an infinite number of nonzero coordinates, then with probability one this is discovered after at most a finite number of errors except for a set of [mu] of prior probability zero.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 7 (1977)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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