On the prediction error for singular stationary processes and transfinite diameters of related sets

DOI10.1007/S10958-024-07531-0MaRDI QIDQ6657301

N. Babayan, Mamikon S. Ginovyan

Publication date: 6 January 2025

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

prediction errortransfinite diameterssingular stationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10)

Cites Work

• Remarks on extreme eigenvalues of Toeplitz matrices
• On the extreme eigenvalues of Hermitian (block) Toeplitz matrices
• On the distribution of roots of algebraic equations with integral coefficients
• Über orthogonale Polynome, die zu einer gegebenen Kurve der komplexen Ebene gehören.
• Asymptotic behavior of the prediction error for stationary random sequences
• Über den transfiniten Durchmesser ebener Punktmengen. II.
• Szegő's theorem and its probabilistic descendants
• On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
• On hyperbolic decay of prediction error variance for deterministic stationary sequences
• On the transfinite diameters of some related sets
• On Asymptotic Behavior of the Prediction Error in the Singular Case
• How Bad Can Positive Definite Toeplitz Matrices Be?
• Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
• Prediction of Time Series From Finite Past
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