On the convergence of finite linear predictors of stationary processes (Q1122914)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of finite linear predictors of stationary processes |
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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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