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Zapiski Nauchnykh Seminarov LOMI, 1978, Volume 79, Pages 17–37 (Mi znsl2923)  
Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank

N. Mesropian
Full-text PDF (929 kB)
Abstract: The dependence error on spectral density's properties is studied for a stationary in wide sense process of nonmaximal rank.
English version:
Journal of Soviet Mathematics, 1987, Volume 36, Issue 5, Pages 580–596
DOI: https://doi.org/10.1007/BF01093292
Bibliographic databases:
UDC: 519.662
Language: Russian
Citation: N. Mesropian, “Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank”, Studies in the statistical estimation theory. Part II, Zap. Nauchn. Sem. LOMI, 79, "Nauka", Leningrad. Otdel., Leningrad, 1978, 17–37; J. Soviet Math., 36:5 (1987), 580–596
Citation in format AMSBIB
\Bibitem{Mes78}
\by N.~Mesropian
\paper Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank
\inbook Studies in the statistical estimation theory. Part~II
\serial Zap. Nauchn. Sem. LOMI
\yr 1978
\vol 79
\pages 17--37
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl2923}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=545120}
\zmath{https://zbmath.org/?q=an:0445.60032|0612.60039}
\transl
\jour J. Soviet Math.
\yr 1987
\vol 36
\issue 5
\pages 580--596
\crossref{https://doi.org/10.1007/BF01093292}
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