Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process

DOI10.1007/BF02480923zbMath0484.60031MaRDI QIDQ1163782

Akio Arimoto

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

prediction error; weakly stationary

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60G15: Gaussian processes

60G10: Stationary stochastic processes

60G25: Prediction theory (aspects of stochastic processes)