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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
Statistical inference for stationary linear models with tapered data
Mamikon S. Ginovyan, Artur A. Sahakyan
In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary mod…