On the asymptotic behavior of the prediction error of a stationary process


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Please use this identifier to cite or link to this item:https://doi.org/10.14943/83585

Title:	On the asymptotic behavior of the prediction error of a stationary process
Authors:	Inoue, A. Browse this author
Authors:	Kasahara, Y. Browse this author
Issue Date:	1-Dec-1998
Publisher:	Department of Mathematics, Hokkaido University
Journal Title:	Hokkaido University Preprint Series in Mathematics
Volume:	439
Start Page:	1
End Page:	12
Abstract:	We present an example of stationary process with long-time memory for which we can calculate explicitly the prediction error from the finite part of past. The long-time behavior of the prediction error is discussed.
Type:	bulletin (article)
URI:	http://hdl.handle.net/2115/69189
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics

Submitter: 数学紀要登録作業用

OAI-PMH ( junii2 , jpcoar_1.0 )

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