Bounds on the efficiency of linear predictions using an incorrect covariance function (Q1813485): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176347742 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1963780531 / rank | |||
Normal rank |
Latest revision as of 00:55, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bounds on the efficiency of linear predictions using an incorrect covariance function |
scientific article |
Statements
Bounds on the efficiency of linear predictions using an incorrect covariance function (English)
0 references
25 June 1992
0 references
Hilbert spaces
0 references
design for times series experiments
0 references
finite second moments
0 references
linear predictions
0 references
second-order structure
0 references
rates of convergence
0 references
covariance function
0 references
entropy distance
0 references
symmetrized Kullback divergence
0 references
explicit bounds
0 references
spectral density
0 references