Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process

DOI10.1007/BF02480923zbMath0484.60031MaRDI QIDQ1163782

Akio Arimoto

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

prediction errorweakly stationary

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Prediction error for continuous-time stationary processes with singular spectral densities

Cites Work

• Trace formulas for a class of Toeplitz-like operators
• Prediction d'un processus stationnaire du second ordre de covariance connue sur un intervalle fini
• A problem in trigonometric approximation theory
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