On the convergence of finite linear predictors of stationary processes (Q1122914)
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scientific article; zbMATH DE number 4107973
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the convergence of finite linear predictors of stationary processes |
scientific article; zbMATH DE number 4107973 |
Statements
On the convergence of finite linear predictors of stationary processes (English)
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1989
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prediction error
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exponential rate of convergence
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analytic
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finite linear least-squares predictor
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multivariate stationary process
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Kolmogorov-Wiener predictor
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spectral density matrix
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smooth
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partial sums
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0.9230815
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0.91187507
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0.9023545
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0.8991846
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0.8941263
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0.8900299
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0.88998497
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