Bounds on the efficiency of linear predictions using an incorrect covariance function

DOI10.1214/aos/1176347742zbMath0749.62061OpenAlexW1963780531MaRDI QIDQ1813485

Michael L. Stein

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347742

zbMATH Keywords

covariance functionHilbert spacesrates of convergencespectral densityexplicit boundslinear predictionsentropy distancefinite second momentssecond-order structuredesign for times series experimentssymmetrized Kullback divergence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Rate of convergence, degree of approximation (41A25)

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