scientific article; zbMATH DE number 3862289

MaRDI QIDQ3330351zbMATH OpenFDO

Authors N. M. Babayan

Publication date 1983

Full work available at URL https://eudml.org/doc/67514

zbMATH Keywords

asymptotic behaviour of the prediction errordeterministic processesminimum mean square errorsecond order stationary processtransfinite diameterzero mean

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20)

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(13)

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• Asymptotics for prediction errors of stationary processes with reflection positivity
• Prediction problems and the Hunt-Muckenhoupt-Wheeden condition.
• On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
• On the asymptotic behavior of the prediction error of a stationary process
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• A note on the prediction error for small time lags into the future (Corresp.)
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• 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
• Prediction error for continuous-time stationary processes with singular spectral densities

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