On the Asymptotic Behavior of the Prediction Error

DOI10.1137/1119079MaRDI QIDQ4078950zbMATH OpenOpenAlexFDO

Authors B. L. Golinskii

Publication date 1974

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

Full work available at URL https://doi.org/10.1137/1119079

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Cited in

(8)

• On hyperbolic decay of prediction error variance for deterministic stationary sequences
• Asymptotic behavior of the prediction error for stationary sequences
• Scattering theory for CMV matrices: Uniqueness, Helson-Szegő and strong Szegő theorems
• Domain of validity of Szegő quadrature formulas
• Notes on the Szegő minimum problem. I: Measures with deep zeroes
• On the polynomials orthogonal on regular polygons
• Quantitative Szegő Minimum Problem for Some non-Szegő Measures
• Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences

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