On the Asymptotic Behavior of the Prediction Error

DOI10.1137/1119079zbMATH Open0317.62065OpenAlexW2035087150MaRDI QIDQ4078950FDOQ4078950

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
• Notes on the Szegő minimum problem. I: Measures with deep zeroes
• Domain of validity of Szegő quadrature formulas
• 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

This page was built for publication: On the Asymptotic Behavior of the Prediction Error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4078950)