Linear prediction of long-range dependent time series (Q5851014): Difference between revisions

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+Linear prediction by autoregressive model fitting in the time domain
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+Q4458417
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+Simple consistent estimation of the coefficients of a linear filter
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+Time series: theory and methods.
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+ON GENERALIZED FRACTIONAL PROCESSES
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+Fractional differencing
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+Regularly varying correlation functions and KMO-Langevin equations
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+Asymptotics for the partial autocorrelation function of a stationary process
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+Prediction of multivariate time series by autoregressive model fitting
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+On the convergence of finite linear predictors of stationary processes
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+MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
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+LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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+On multipliers preserving convergence of trigonometric series almost everywhere
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