scientific article; zbMATH DE number 558628

zbMATH Open0792.62085MaRDI QIDQ4289971FDOQ4289971

David F. Findley

Publication date: 26 July 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

convergence resultsvector time seriesunivariate time series modelsgeneralizations of the finite-section inequality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Basic linear algebra (15A99)

Cited In (10)

• The mixing rate of a stationary multivariate process
• On the asymptotic behavior of a finite section of the optimal causal filter
• CMV matrices, a matrix version of Baxter's theorem, scattering and de Branges spaces
• A conversation with David Findley
• Uniform convergence of sample second moments of families of time series arrays.
• Title not available (Why is that?)
• Selection between models through multi-step-ahead forecasting
• Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
• Modeling of time series arrays by multistep prediction or likelihood methods.
• Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density

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