Prediction error for continuous-time stationary processes with singular spectral densities
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Publication:973836
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Cited in
(10)- A note on the prediction error for small time lags into the future (Corresp.)
- COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
- Remark on the accuracy of recurrent forecasting in singular spectrum analysis
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- On the prediction error for singular stationary processes and transfinite diameters of related sets
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- Aspects of prediction
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