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Asymptotic behavior of the prediction error in the multidimensional case. (English. Russian original) Zbl 0281.60049
Semin. Math., V. A. Steklov Math. Inst., Leningrad 12, 72-77 (1971); translation from Zap. Nauchn. Sem. Leningr., Otd. Mat. Inst. Steklov 12, 146-156 (1969).
MSC:
60G25 Prediction theory (aspects of stochastic processes)
60G10 Stationary stochastic processes
62M20 Inference from stochastic processes and prediction