Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process
type: Item
instance of: scholarly article
title: Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process
zbMATH Open document ID: 0484.60031
DOI: 10.1007/BF02480923
author: Akio Arimoto
published in: Annals of the Institute of Statistical Mathematics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 3761110
zbMATH Keywords: weakly stationary
zbMATH Keywords: prediction error
MaRDI profile type: Publication
cites work: Q5625809
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description: scientific article; zbMATH DE number 3761110