Mesropyan, N. The asymptotic behaviour of the prediction error for vector processes of nonmaximal rank. (Russian) Zbl 0445.60032 Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 79, 17-37 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Review MSC: 60G25 Prediction theory (aspects of stochastic processes) 60G10 Stationary stochastic processes Keywords:multivariate weakly stationary process; spectral density PDFBibTeX XMLCite \textit{N. Mesropyan}, Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 79, 17--37 (1978; Zbl 0445.60032) Full Text: EuDML