Asymptotic behavior of the prediction error (Q1060520)

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scientific article; zbMATH DE number 3907623
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    Asymptotic behavior of the prediction error
    scientific article; zbMATH DE number 3907623

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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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