Prediction of Time Series From Finite Past

DOI10.1137/0113052MaRDI QIDQ5514982zbMATH OpenOpenAlexFDO

Authors Lee D. Davisson

Publication date 1965

Published in Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0113052

zbMATH Keywords

statistics

Cited in

(5)

• On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
• On hyperbolic decay of prediction error variance for deterministic stationary sequences
• Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
• Asymptotic behavior of the prediction error for stationary sequences
• On the prediction error for singular stationary processes and transfinite diameters of related sets

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