A prediction perspective on the Wiener–Hopf equations for time series (Q6135332)

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scientific article; zbMATH DE number 7731460
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A prediction perspective on the Wiener–Hopf equations for time series
scientific article; zbMATH DE number 7731460

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    A prediction perspective on the Wiener–Hopf equations for time series (English)
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    24 August 2023
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    deconvolution
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    linear prediction
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    semi-infinite Toeplitz matrices
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    stationary time series
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    Wiener-Hopf equations
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