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Bounds on the efficiency of linear predictions using an incorrect covariance function - MaRDI portal

Bounds on the efficiency of linear predictions using an incorrect covariance function (Q1813485)

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scientific article; zbMATH DE number 6505
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English
Bounds on the efficiency of linear predictions using an incorrect covariance function
scientific article; zbMATH DE number 6505

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    Bounds on the efficiency of linear predictions using an incorrect covariance function (English)
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    25 June 1992
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    Hilbert spaces
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    design for times series experiments
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    finite second moments
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    linear predictions
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    second-order structure
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    rates of convergence
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    covariance function
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    entropy distance
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    symmetrized Kullback divergence
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    explicit bounds
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    spectral density
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