The following pages link to Akihiko Inoue (Q255354):
Displaying 45 items.
- Rigidity for matrix-valued Hardy functions (Q255355) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- Prediction of fractional processes with long-range dependence (Q431593) (← links)
- Optimal long-term investment model with memory (Q870507) (← links)
- Binary market models with memory (Q871007) (← links)
- Duals of random vectors and processes with applications to prediction problems with missing values (Q923870) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- Path integral for diffusion equations (Q1094723) (← links)
- The Alder-Wainwright effect for stationary processes with reflection positivity (Q1179722) (← links)
- The Alder-Wainwright effect for stationary processes with reflection positivity. II (Q1191264) (← links)
- Regularly varying correlation functions and KMO-Langevin equations (Q1365130) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529) (← links)
- Extension of the Drasin-Shea-Jordan theorem (Q1585903) (← links)
- Asymptotics for prediction errors of stationary processes with reflection positivity (Q1588432) (← links)
- Abelian, Tauberian, and Mercerian theorems for arithmetic sums. (Q1589708) (← links)
- Asymptotics for the partial autocorrelation function of a stationary process (Q1591320) (← links)
- Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle (Q1754693) (← links)
- (Q1840793) (redirect page) (← links)
- Tauberian and Mercerian theorems for systems of kernels (Q1840794) (← links)
- Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. (Q1872355) (← links)
- Abel-Tauber theorems for Hankel and Fourier transforms and a problem of Boas (Q1962717) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- (Q2752173) (← links)
- The intersection of past and future for multivariate stationary processes (Q2790284) (← links)
- Prediction of fractional Brownian motion with Hurst index less than 1/2 (Q3158805) (← links)
- A prediction problem in $L^2 (w)$ (Q3420108) (← links)
- Prediction of Fractional Brownian Motion-Type Processes (Q3446964) (← links)
- A Vasicek-Type Short Rate Model With Memory Effect (Q3459230) (← links)
- (Q4017448) (← links)
- (Q4297133) (← links)
- The theory of <i>KM</i><sub>2</sub><i>O</i>-Langevin equations and applications to data analysis (II): Causal analysis (1) (Q4305902) (← links)
- (Q4360089) (← links)
- Ratio Mercerian Theorems with Applications to Hankel and Fourier Transforms (Q4487589) (← links)
- (Q4544420) (← links)
- Financial Markets with Memory I: Dynamic Models (Q4678735) (← links)
- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization (Q4678736) (← links)
- (Q4870074) (← links)
- (Q5430708) (← links)
- Explicit formulas for the inverses of Toeplitz matrices, with applications (Q6085098) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
