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Zapiski Nauchnykh Seminarov POMI, 1999, Volume 260, Pages 73–83 (Mi znsl1066)  
This article is cited in 1 scientific paper (total in 1 paper)

Prediction problems and Hunt–Muckenhoupt–Wheeden condition

V. N. Soleva, Ch. Bulotb

a St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
b Université Victor Segalen Bordeaux 2
Full-text PDF (164 kB) Citations (1)
Abstract: Let $x[{\cdot}]$ be a process stationary in the wide sense and having spectral density $f$. We find conditions (formulated in spectral terms) under which a construction of an asymptotically optimal (in a proper sense) prediction is stable with respect to deformations of the spectral density $f$.
Received: 19.11.1999
English version:
Journal of Mathematical Sciences (New York), 2002, Volume 109, Issue 6, Pages 2079–2087
DOI: https://doi.org/10.1023/A:1014569014177
Bibliographic databases:
UDC: 519.2
Language: English
Citation: V. N. Solev, Ch. Bulot, “Prediction problems and Hunt–Muckenhoupt–Wheeden condition”, Probability and statistics. Part 3, Zap. Nauchn. Sem. POMI, 260, POMI, St. Petersburg, 1999, 73–83; J. Math. Sci. (New York), 109:6 (2002), 2079–2087
Citation in format AMSBIB
\Bibitem{SolBul99}
\by V.~N.~Solev, Ch.~Bulot
\paper Prediction problems and Hunt--Muckenhoupt--Wheeden condition
\inbook Probability and statistics. Part~3
\serial Zap. Nauchn. Sem. POMI
\yr 1999
\vol 260
\pages 73--83
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1066}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1759155}
\zmath{https://zbmath.org/?q=an:1063.60503}
\transl
\jour J. Math. Sci. (New York)
\yr 2002
\vol 109
\issue 6
\pages 2079--2087
\crossref{https://doi.org/10.1023/A:1014569014177}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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