✦ LIBER ✦

Asymptotic behavior of the prediction error

✍ Scribed by N. M. Babayan

Publisher: Springer US
Year: 1984
Tongue: English
Weight: 580 KB
Volume: 27
Category: Article
ISSN: 1573-8795
DOI: 10.1007/bf01850663

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic behavior of the prediction er

Asymptotic behavior of the prediction error for vector processes of less than full rank

✍ N. Mesropyan 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 1019 KB

Asymptotic behavior of the polynomial fa

Asymptotic behavior of the polynomial factor in the interpolation error

✍ Mu Dingyi 📂 Article 📅 1983 🏛 Springer-Verlag 🌐 English ⚖ 323 KB

Asymptotics for Prediction Errors of Sta

Asymptotics for Prediction Errors of Stationary Processes with Reflection Positivity

✍ A. Inoue; Y. Kasahara 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 141 KB

We consider the stationary processes that have completely monotone autocovari-Ž . Ž . ance functions R и . We prove that regular variation of R и implies an asymptotic formula for the prediction error.

Standard errors of prediction for the vi

Standard errors of prediction for the vineland adaptive behavior scales

✍ Leslie Atkinson 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 280 KB

Black-box identification of mimo transfe

Black-box identification of mimo transfer functions: Asymptotic properties of prediction error models

✍ Yu-Cal Zhu 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 689 KB

Asymptotic prediction of mean squared er

Asymptotic prediction of mean squared error for long-memory processes with estimated parameters

✍ Naoya Katayama 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 481 KB

## Abstract In this paper we deal with the prediction theory of long‐memory time series. The purpose is to derive a general theory of the convergence of moments of the nonlinear least squares estimator so as to evaluate the asymptotic prediction mean squared error (PMSE). The asymptotic PMSE of two