Pages that link to "Item:Q2497189"
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The following pages link to Explicit representation of finite predictor coefficients and its applications (Q2497189):
Displaying 26 items.
- Rigidity for matrix-valued Hardy functions (Q255355) (← links)
- Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle (Q1754693) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- Directed attention and nonparametric learning (Q2416002) (← links)
- Convergence of the best linear predictor of a weakly stationary random field (Q2420237) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Prediction of long memory processes on same-realisation (Q2655052) (← links)
- The intersection of past and future for multivariate stationary processes (Q2790284) (← links)
- Prediction of Fractional Brownian Motion-Type Processes (Q3446964) (← links)
- Aspects of prediction (Q5245624) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Verblunsky coefficients and Nehari sequences (Q5401724) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Explicit formulas for the inverses of Toeplitz matrices, with applications (Q6085098) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
- On the asymptotic behavior of a finite section of the optimal causal filter (Q6589587) (← links)