سال انتشار: ۱۳۷۱

محل انتشار: نخستین کنفرانس آمار ایران

تعداد صفحات: ۱۰

نویسنده(ها):

A Reza soltani – Shiraz University
R Moeaaddin – Shiraz University

چکیده:

Our aim in this article is to derive a recipe formalr for the best linear predictor when the underlying stochastic model is multivariate symmetric a stable process. For doing this first we introduce a dispersion for stable random vectors, then adopt the technique of minimizing the dispersion error for deriving our recipe formula in various cases.