Asymptotics for Prediction Errors of Stationary Processes with Reflection Positivity


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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/18901

Title:	Asymptotics for Prediction Errors of Stationary Processes with Reflection Positivity
Authors:	Inoue, A. Browse this author
Authors:	Kasahara, Y. Browse this author
Keywords:	prediction error
	stationary process
	regular variation
	reflection positivity
Issue Date:	1-Oct-2000
Publisher:	Elsevier
Journal Title:	Journal of Mathematical Analysis and Applications
Volume:	250
Issue:	1
Start Page:	299
End Page:	319
Publisher DOI:	10.1006/jmaa.2000.7101
Abstract:	We consider the stationary processes that have completely monotone autocovariance functions R( · ). We prove that regular variation of R( · ) implies an asymptotic formula for the prediction error.
Relation:	http://www.sciencedirect.com/science/journal/0022247X
Type:	article (author version)
URI:	http://hdl.handle.net/2115/18901
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 井上昭彦

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