Geodesic
On the asymptotic behaviour of the prediction error in the singular case
Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 1, pp. 147-150

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Let $\{X_j\}$ be a singular stationary in a wide sense stochastic process with the spectral density function $f(\lambda)$. Denote by $\sigma_n^2$ the mean square prediction error for the prediction of $X_0$ by linear forms depending on $X_{-1}, X_{-2},\dots X_{-n}$. The rate of convergence $\delta_n=\sigma_n^2-\sigma_\infty^2\downarrow 0$, $n\uparrow\infty$, is investigated. 
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     title = {On the asymptotic behaviour of the prediction error in the singular case},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {147--150},
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     volume = {29},
     number = {1},
     year = {1984},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a17/}
}
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N. М. Ваbаyаn. On the asymptotic behaviour of the prediction error in the singular case. Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 1, pp. 147-150. http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a17/