Asymptotic behavior of the prediction error for stationary sequences (Q6168536)

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scientific article; zbMATH DE number 7724294
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    Asymptotic behavior of the prediction error for stationary sequences
    scientific article; zbMATH DE number 7724294

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      Asymptotic behavior of the prediction error for stationary sequences (English)
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      9 August 2023
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      prediction error
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      deterministic and nondeterministic process
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      spectral density
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      Ibragimov's theorems
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      Rosenblatt's theorems
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      Szegő's condition
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      transfinite diameter
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      eigenvalues of truncated Toeplitz matrices
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