Bounds on the efficiency of linear predictions using an incorrect covariance function (Q1813485)
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scientific article; zbMATH DE number 6505
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| English | Bounds on the efficiency of linear predictions using an incorrect covariance function |
scientific article; zbMATH DE number 6505 |
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Bounds on the efficiency of linear predictions using an incorrect covariance function (English)
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25 June 1992
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Hilbert spaces
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design for times series experiments
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finite second moments
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linear predictions
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second-order structure
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rates of convergence
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covariance function
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entropy distance
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symmetrized Kullback divergence
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explicit bounds
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spectral density
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0.8221398591995239
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0.8219864964485168
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0.8159455060958862
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0.7740744948387146
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0.7695920467376709
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