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Volumn 250, Issue 1, 2000, Pages 299-319

Asymptotics for prediction errors of stationary processes with reflection positivity

Author keywords

Prediction error; Reflection positivity; Regular variation; Stationary process

Indexed keywords


EID: 0034288032     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.2000.7101     Document Type: Article
Times cited : (3)

References (13)
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  • 4
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    • On the equations of stationary process with divergent diffusion coefficients
    • Inoue A. On the equations of stationary process with divergent diffusion coefficients. J. Fac. Sci. Univ. Tokyo Sect. IA Math. 40:1993;307-336.
    • (1993) J. Fac. Sci. Univ. Tokyo Sect. IA Math. , vol.40 , pp. 307-336
    • Inoue, A.1
  • 5
    • 33746208453 scopus 로고    scopus 로고
    • Regularly varying correlation functions and KMO-Langevin equations
    • Inoue A. Regularly varying correlation functions and KMO-Langevin equations. Hokkaido Math. J. 26:1997;1-26.
    • (1997) Hokkaido Math. J. , vol.26 , pp. 1-26
    • Inoue, A.1
  • 6
    • 85037791751 scopus 로고    scopus 로고
    • Asymptotics for the partial autocorrelation function of a stationary process
    • to appear
    • A. Inoue, Asymptotics for the partial autocorrelation function of a stationary process, J. Anal. Math, to appear.
    • J. Anal. Math
    • Inoue, A.1
  • 7
    • 0002098536 scopus 로고    scopus 로고
    • On the asymptotic behavior of the prediction error of a stationary process
    • N. Kono, & N. R. Shieh. Singapore: World Scientific
    • Inoue A., Kasahara Y. On the asymptotic behavior of the prediction error of a stationary process. Kono N., Shieh N. R., Trends in Probability and Related Analysis. 1999;207-218 World Scientific, Singapore.
    • (1999) Trends in Probability and Related Analysis , pp. 207-218
    • Inoue, A.1    Kasahara, Y.2
  • 8
    • 0003127680 scopus 로고
    • R-functions - Analytic functions mapping the upper halfplane into itself
    • American Mathematical Society Translations, Ser. 2. Providence: Am. Math. Soc. p. 1-18
    • Kac I. S., Krein M. G. R-functions - Analytic functions mapping the upper halfplane into itself. Nine Papers in Analysis. American Mathematical Society Translations, Ser. 2. 103:1974;Am. Math. Soc. Providence. p. 1-18.
    • (1974) Nine Papers in Analysis , vol.103
    • Kac I., S.1    Krein M., G.2
  • 9
    • 84972494891 scopus 로고
    • On KMO-Langevin equations for stationary Gaussian processes with T-positivity
    • Okabe Y. On KMO-Langevin equations for stationary Gaussian processes with T-positivity. J. Fac. Sci. Univ. Tokyo Sect. IA Math. 33:1986;1-56.
    • (1986) J. Fac. Sci. Univ. Tokyo Sect. IA Math. , vol.331 , pp. 1-56
    • Okabe, Y.1
  • 10
    • 84972495945 scopus 로고
    • On the theory of discrete KMO-Langevin equations with reflection positivity (II)
    • Okabe Y. On the theory of discrete KMO-Langevin equations with reflection positivity (II). Hokkaido Math. J. 17:1988;1-44.
    • (1988) Hokkaido Math. J. , vol.17 , pp. 1-44
    • Okabe, Y.1
  • 11
    • 0002113114 scopus 로고
    • On the exponential decay of the correlation functions for KMO-Langevin equations
    • Okabe Y., Inoue A. On the exponential decay of the correlation functions for KMO-Langevin equations. Japan J. Math. 18:1992;13-24.
    • (1992) Japan J. Math. , vol.18 , pp. 13-24
    • Okabe, Y.1    Inoue, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.