3 papers
math.ST2022
Asymptotic behavior of the prediction error for stationary sequences
Nikolay M. Babayan, Mamikon S. Ginovyan
One of the main problem in prediction theory of discrete-time second-order stationary processes is to describe the asymptotic behavior of the best linear mean squared predic…
math.ST2021
On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
Nikolay M. Babayan, Mamikon S. Ginovyan
One of the main problem in prediction theory of stationary processes is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X…
math.PR2020
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
Nikolay M. Babayan, Mamikon S. Ginovyan, Murad S. Taqqu
One of the main problem in prediction theory of discrete-time second-order stationary processes is to describe the asymptotic behavior of the best linear mean squared predic…