Asymptotic behavior of the prediction error for stationary random sequences
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Publication:1587165
zbMath0959.62079MaRDI QIDQ1587165
Publication date: 2 May 2001
Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (6)
Asymptotic behavior of the prediction error for stationary sequences ⋮ On hyperbolic decay of prediction error variance for deterministic stationary sequences ⋮ Prediction error for continuous-time stationary processes with singular spectral densities ⋮ Explicit representation of finite predictor coefficients and its applications ⋮ 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
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