On the Asymptotic Behavior of the Prediction Error
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Publication:4078950
DOI10.1137/1119079zbMath0317.62065OpenAlexW2035087150MaRDI QIDQ4078950
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
Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (8)
Quantitative Szegő Minimum Problem for Some non-Szegő Measures ⋮ Domain of validity of Szegő quadrature formulas ⋮ Asymptotic behavior of the prediction error for stationary sequences ⋮ On hyperbolic decay of prediction error variance for deterministic stationary sequences ⋮ Notes on the Szegő minimum problem. I: Measures with deep zeroes ⋮ Scattering theory for CMV matrices: Uniqueness, Helson-Szegő and strong Szegő theorems ⋮ On the polynomials orthogonal on regular polygons ⋮ Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
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