Asymptotic behavior of the prediction error

DOI10.1007/BF01850663zbMath0568.62086MaRDI QIDQ1060520

N. M. Babayan

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

transfinite diameterminimum mean square errorzero meanasymptotic behaviour of prediction errordeterministic processessecond order stationary process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process ⋮ Asymptotic behavior of the prediction error for stationary sequences ⋮ On hyperbolic decay of prediction error variance for deterministic stationary sequences ⋮ On asymptotic behavior of the prediction error for a class of deterministic stationary sequences ⋮ Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences

Cites Work

• An Asymptotic Result for the Finite Predictor.
• An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
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