Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank
Zapiski Nauchnykh Seminarov POMI, Studies in the statistical estimation theory. Part II, Tome 79 (1978), pp. 17-37
N. Mesropian. Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank. Zapiski Nauchnykh Seminarov POMI, Studies in the statistical estimation theory. Part II, Tome 79 (1978), pp. 17-37. http://geodesic.mathdoc.fr/item/ZNSL_1978_79_a2/
@article{ZNSL_1978_79_a2,
     author = {N. Mesropian},
     title = {Asymptotic behaviour of the prediction error for vector valued processes of nonmaximal rank},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {17--37},
     year = {1978},
     volume = {79},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1978_79_a2/}
}
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The dependence error on spectral density's properties is studied for a stationary in wide sense process of nonmaximal rank.