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TIT
2002

Universal linear least squares prediction: Upper and lower bounds

13 years 3 months ago
Universal linear least squares prediction: Upper and lower bounds
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrated [1]
Andrew C. Singer, Suleyman Serdar Kozat, Meir Fede
Added 23 Dec 2010
Updated 23 Dec 2010
Type Journal
Year 2002
Where TIT
Authors Andrew C. Singer, Suleyman Serdar Kozat, Meir Feder
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