Asymptotics for prediction errors of stationary processes with reflection positivity

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:250

Article

Inoue, A ; Kasahara, Y

关键词: prediction error;    stationary process;    regular variation;    reflection positivity;   

DOI  :  10.1006/jmaa.2000.7101

来源: Elsevier

【 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.

【 授权许可】

Free