The Asymptotic Behavior of the Prediction Error of a Stationary Sequence with a Spectral Density of Special Type

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Previous article Next article The Asymptotic Behavior of the Prediction Error of a Stationary Sequence with a Spectral Density of Special TypeI. A. Ibragimov and V. N. SolevI. A. Ibragimov and V. N. Solevhttps://doi.org/10.1137/1113089PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. A. Ibragimov, On the asymptotic behavior of the prediction error, Theory Prob. Applications, 9 (1964), 627–634 10.1137/1109085 0146.40803 LinkGoogle Scholar[2] Yu. A. Rozanov, Stationary Random Processes, Fizmatgiz, Moskva, 1963, (In Russian.) Google Scholar[3] A. F. Timan, Approximation Theory for Functions of a Real Variable, Fizmatgiz, Moskva, 1960, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences27 December 2020 | Journal of Time Series Analysis, Vol. 42, No. 5-6 Cross Ref On Hyperbolic Decay of Prediction Error Variance for Deterministic Stationary Sequences1 September 2020 | Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences), Vol. 55, No. 2 Cross Ref Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processesBernoulli, Vol. 24, No. 2 Cross Ref Prediction Error for Continuous-Time Stationary Processes with Singular Spectral Densities24 December 2008 | Acta Applicandae Mathematicae, Vol. 110, No. 1 Cross Ref AR and MA representation of partial autocorrelation functions, with applications27 April 2007 | Probability Theory and Related Fields, Vol. 140, No. 3-4 Cross Ref On the Asymptotic Behavior of the Prediction Error28 July 2006 | Theory of Probability & Its Applications, Vol. 19, No. 4AbstractPDF (981 KB)Asymptotics for linear predictors of strongly dependent time series Cross Ref Volume 13, Issue 4| 1968Theory of Probability & Its Applications History Submitted:14 March 1967Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1113089Article page range:pp. 703-707ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics