On Asymptotic Behavior of the Prediction Error in the Singular Case

DOI10.1137/1129018zbMATH Open0554.60048OpenAlexW2007001025MaRDI QIDQ3217364FDOQ3217364

Authors: N. M. Babayan 

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129018

zbMATH Keywords

spectral densitymean square linear prediction error

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Cited In (6)

• On hyperbolic decay of prediction error variance for deterministic stationary sequences
• Asymptotic behavior of the prediction error for stationary sequences
• Title not available (Why is that?)
• Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
• On the prediction error for singular stationary processes and transfinite diameters of related sets
• Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences

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