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:https://doi.org/10.14943/83621

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-Dec-1999
Publisher:	Department of Mathematics, Hokkaido University
Journal Title:	Hokkaido University Preprint Series in Mathematics
Volume:	475
Start Page:	1
End Page:	15
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.
Type:	bulletin (article)
URI:	http://hdl.handle.net/2115/69225
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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