Title of article
Asymptotics for Prediction Errors of Stationary Processes with Reflection Positivity
Author/Authors
A. Inoue and Y. Kasahara، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2000
Pages
21
From page
299
To page
319
Abstract
We consider the stationary processes that have completely monotone autocovariance
functions RŽ .. We prove that regular variation of RŽ . implies an asymptotic
formula for the prediction error
Keywords
prediction error , reflectionpositivity. , Stationary process , regular variation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2000
Journal title
Journal of Mathematical Analysis and Applications
Record number
932242
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