Asymptotic behavior of the prediction error (Q1060520)

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Asymptotic behavior of the prediction error
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    Asymptotic behavior of the prediction error (English)
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    1984
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    Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 11-24 (Russian) (1983; Zbl 0542.62083.
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    deterministic processes
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    second order stationary process
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    zero mean
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    minimum mean square error
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    asymptotic behaviour of prediction error
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    transfinite diameter
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