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One-step prediction forPn-weakly stationary processes

✍ Scribed by Volker Hösel; Rupert Lasser


Publisher
Springer Vienna
Year
1992
Tongue
English
Weight
596 KB
Volume
113
Category
Article
ISSN
0026-9255

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An ordinal scale based on the concentration of the spectral distribution at low frequencies is proposed to compare the smoothness of weakly stationary processes. Some characterizations, basic properties and applications of this partial ordering are discussed. It is proved that both smoothing operati