Linear prediction of weak records: The discrete case
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 835-839

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We characterize the family of discrete distributions for which the best mean square error predictor of a future weak record is a linear function of a past or observed weak record.
Keywords: records, weak records, conditional expectation, mean square error, linear predictors negative hypergeometric distributions, geometric distribution.
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     author = {J. L\'opez-Bl\'azquez},
     title = {Linear prediction of weak records: {The} discrete case},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {835--839},
     publisher = {mathdoc},
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     number = {4},
     year = {2003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_4_a13/}
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J. López-Blázquez. Linear prediction of weak records: The discrete case. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 835-839. http://geodesic.mathdoc.fr/item/TVP_2003_48_4_a13/