RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1978 Volume 79, Pages 17–37 (Mi znsl2923)

Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank

N. Mesropian


Abstract: The dependence error on spectral density's properties is studied for a stationary in wide sense process of nonmaximal rank.

UDC: 519.662


 English version:
Journal of Soviet Mathematics, 1987, 36:5, 580–596

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024