On asymptotic behavior of the prediction error for a class of deterministic stationary sequences

DOI10.1007/s10474-022-01248-9OpenAlexW3215245283MaRDI QIDQ2095127

N. Babayan, Mamikon S. Ginovyan

Publication date: 9 November 2022

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.11283

zbMATH Keywords

prediction problemRosenblatt's theoremdeterministic stationary processsingular spectral densityweakly varying sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Asymptotic behavior of the prediction error for stationary sequences

Cites Work

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