Asymptotics for prediction errors of stationary processes with reflection positivity

DOI10.1006/jmaa.2000.7101zbMath0978.62087OpenAlexW2072179288MaRDI QIDQ1588432

Akihiko Inoue, Yuji Kasahara

Publication date: 3 February 2002

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.2000.7101

zbMATH Keywords

projectionsregular variationorthogonal complementsHilbert space prediction error

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. ⋮ Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. ⋮ Prediction error for continuous-time stationary processes with singular spectral densities

Cites Work

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• The Alder-Wainwright effect for stationary processes with reflection positivity
• Regularly varying correlation functions and KMO-Langevin equations
• Asymptotics for the partial autocorrelation function of a stationary process
• On the theory of discrete KMO-Langevin equations with reflection positivity. II
• 𝑅-functions—analytic functions mapping the upper halfplane into itself

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