Asymptotic behavior of the prediction error for stationary sequences (Q6168536)
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scientific article; zbMATH DE number 7724294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the prediction error for stationary sequences |
scientific article; zbMATH DE number 7724294 |
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Asymptotic behavior of the prediction error for stationary sequences (English)
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9 August 2023
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prediction error
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deterministic and nondeterministic process
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spectral density
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Ibragimov's theorems
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Rosenblatt's theorems
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Szegő's condition
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transfinite diameter
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eigenvalues of truncated Toeplitz matrices
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