On the asymptotic behavior of a finite section of the optimal causal filter (Q6589587)
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scientific article; zbMATH DE number 7898713
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| English | On the asymptotic behavior of a finite section of the optimal causal filter |
scientific article; zbMATH DE number 7898713 |
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On the asymptotic behavior of a finite section of the optimal causal filter (English)
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20 August 2024
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mean squared prediction error
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predictor coefficients
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short and long memory time series
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uniform Baxter's inequality
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