Prediction of the Geometric Renewal Process
The first part of the paper presents major concepts and theoretical statements on prediction of processes. The second part presents the obtained results on the geometric renewal process by indicating its distribution which has a binomial distribution and is a process with independent and stationary...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas
2017-12-01
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Series: | Lithuanian Journal of Statistics |
Subjects: | |
Online Access: | https://www.journals.vu.lt/statisticsjournal/article/view/13673 |
Summary: | The first part of the paper presents major concepts and theoretical statements on prediction of processes. The second part presents the obtained results on the geometric renewal process by indicating its distribution which has a binomial distribution and is a process with independent and stationary increments. Further, having applied the theory introduced in the first part to the geometric renewal process, the sufficient and unbiased prediction with the minimum-variance has been found.
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ISSN: | 1392-642X 2029-7262 |