Prediction of long memory processes on same-realisation (Q2655052): Difference between revisions

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Latest revision as of 10:18, 2 July 2024

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Prediction of long memory processes on same-realisation
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    Prediction of long memory processes on same-realisation (English)
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    22 January 2010
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    linear prediction
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    long memory
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    least-squares predictor based on finite past
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    Toeplitz matrix
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    simulations
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