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Asymptotic behavior of the prediction error for vector processes of less than full rank (Q1088288)

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scientific article; zbMATH DE number 3990516
Language Label Description Also known as
English
Asymptotic behavior of the prediction error for vector processes of less than full rank
scientific article; zbMATH DE number 3990516

    Statements

    title
    Asymptotic behavior of the prediction error for vector processes of less than full rank (English)
    0 references
    author
    N. Mesropyan
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    publication date
    1987
    0 references
    review text
    Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 79, 17-37 (Russian) (1978; Zbl 0445.60032).
    0 references
    zbMATH Keywords
    multivariate weakly stationary process
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    spectral density
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    Identifiers

    DOI
    10.1007/BF01093292
    0 references
    zbMATH DE Number
    3990516
    0 references
     
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