Asymptotic behavior of the prediction error (Q1060520)
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scientific article; zbMATH DE number 3907623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the prediction error |
scientific article; zbMATH DE number 3907623 |
Statements
Asymptotic behavior of the prediction error (English)
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1984
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Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 11-24 (Russian) (1983; Zbl 0542.62083.
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deterministic processes
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second order stationary process
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zero mean
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minimum mean square error
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asymptotic behaviour of prediction error
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transfinite diameter
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