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Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process

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Authors and Affiliations

  1. Musashi Institute of Technology, Musashi, Japan

    Akio Arimoto

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  1. Akio Arimoto
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Arimoto, A. Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process. Ann Inst Stat Math 33, 101–113 (1981). https://doi.org/10.1007/BF02480923

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  • DOI: https://doi.org/10.1007/BF02480923

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