Geodesic
An asymptotic behaviour of the prediction error
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 11-24 
N. М. Ваbаyаn. An asymptotic behaviour of the prediction error. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 11-24. http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a1/
@article{ZNSL_1983_130_a1,
     author = {N. {\CYRM}. {\CYRV}{\cyra}b{\cyra}y{\cyra}n},
     title = {An asymptotic behaviour of the prediction error},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {11--24},
     year = {1983},
     volume = {130},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a1/}
}
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Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

The rate of convergence $\sigma_n\downarrow0$ of the mean square prediction error $\sigma_n^2$ of predicting $X_n$, by linear forms in $X_{-1},\dots, X_{-n}$ is investigated for stationary in the wide sence stochastic process $X_k$ with tbe spectral density satisfying the condition of singularity.