Luati, Alessandra; Proietti, Tommaso; Reale, Marco - Volkswirtschaftliche Fakultät, … - 2011
→ −∞), the interpolation error variance (harmonic mean, p = −1), the prediction error variance (geometric mean, p = 0), the … enables a direct and immediate derivation of the Szego-Kolmogorov formula and the interpolation error variance formula. The …