Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences

DOI10.1111/jtsa.12572zbMath1489.60052arXiv2006.00430OpenAlexW3105772275MaRDI QIDQ5012856

Murad S. Taqqu, N. Babayan, Mamikon S. Ginovyan

Publication date: 25 November 2021

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00430

zbMATH Keywords

transfinite diameterRakhmanov's theoremdeterministic stationary processasymptotic behavior of the prediction errorRosenblatt's theoremsVerblunsky's coefficients.

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 (4)

Prediction theory for stationary functional time series ⋮ On the transfinite diameters of related sets. An extension of Robinson's theorem ⋮ 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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