On hyperbolic decay of prediction error variance for deterministic stationary sequences

DOI10.3103/S106836232002003XzbMath1456.60077OpenAlexW3083292865MaRDI QIDQ2208791

N. Babayan, Mamikon S. Ginovyan

Publication date: 4 November 2020

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s106836232002003x

zbMATH Keywords

prediction problemRosenblatt's theoremdeterministic stationary processsingular spectral density

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 (2)

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

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