Asymptotics for prediction errors of stationary processes with reflection positivity
[摘要] 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. (C) 2000 Academic Press.
[发布日期] 2000-10-01 [发布机构]
[效力级别] [学科分类]
[关键词] prediction error;stationary process;regular variation;reflection positivity [时效性]
