The prediction error of stationary Gaussian time series of unknown covariance.
Lee D. DavissonPublished in: IEEE Trans. Inf. Theory (1965)
Keyphrases
- prediction error
- non stationary
- multivariate gaussian distribution
- covariance matrices
- motion compensated
- bit rate
- linear prediction
- maximum likelihood
- inter frame
- reversible watermarking
- power spectral density
- gaussian distribution
- motion vectors
- autoregressive
- covariance matrix
- empirical risk
- feature extraction
- computer vision