Asymptotic behavior of the prediction error
type: Item
instance of: scholarly article
title: Asymptotic behavior of the prediction error
zbMATH Open document ID: 0568.62086
DOI: 10.1007/BF01850663
author: N. M. Babayan
published in: Journal of Soviet Mathematics
publication date: 1984-01-01T00:00:00Z
review text: Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 11-24 (Russian) (1983; Zbl 0542.62083.
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 3907623
zbMATH Keywords: deterministic processes
zbMATH Keywords: second order stationary process
zbMATH Keywords: zero mean
zbMATH Keywords: minimum mean square error
zbMATH Keywords: asymptotic behaviour of prediction error
zbMATH Keywords: transfinite diameter
MaRDI profile type: Publication
cites work: Q3248343
cites work: Q5802283
cites work: Q5838852
cites work: An Asymptotic Result for the Finite Predictor.
cites work: An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
cites work: Q3247378
cites work: Q5574105
description: scientific article; zbMATH DE number 3907623