On the Asymptotic Behavior of the Prediction Error
From MaRDI portal
Publication:5524171
DOI10.1137/1109085zbMath0146.40803OpenAlexW1996174481MaRDI QIDQ5524171
Publication date: 1965
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1109085
Related Items (7)
Baxter's inequality and convergence of finite predictors of multivariate stochastic processes ⋮ Mixed‐Norm Spaces and Prediction of SαS Moving Averages ⋮ Convergence of the best linear predictor of a weakly stationary random field ⋮ On hyperbolic decay of prediction error variance for deterministic stationary sequences ⋮ The mixing rate of a stationary multivariate process ⋮ On identifying the maximal ideals in Banach algebras ⋮ Hölder classes of vector-valued functions and convergence of the best predictor
This page was built for publication: On the Asymptotic Behavior of the Prediction Error
