Asymptotic behavior of the prediction error

DOI10.1007/BF01850663MaRDI QIDQ1060520zbMATH OpenFDO

Authors N. M. Babayan

Publication date 1984

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

transfinite diameterminimum mean square errorzero meanasymptotic behaviour of prediction errordeterministic processessecond order stationary process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Cites work

• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 3132257 (Why is no real title available?)
• scientific article; zbMATH DE number 3291298 (Why is no real title available?)
• scientific article; zbMATH DE number 3063100 (Why is no real title available?)
• scientific article; zbMATH DE number 3100178 (Why is no real title available?)
• An Asymptotic Result for the Finite Predictor.
• An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes

Cited in

(6)

• On hyperbolic decay of prediction error variance for deterministic stationary sequences
• Asymptotic behavior of the prediction error for stationary sequences
• On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
• Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
• Asymptotic Inference about Predictive Ability
• Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences

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