Pages that link to "Item:Q3249293"
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The following pages link to On an explicit formula in linear least squares prediction (Q3249293):
Displayed 11 items.
- The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities (Q773144) (← links)
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
- On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance (Q1094748) (← links)
- Banach algebra methods in prediction theory (Q1246196) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (Q3028134) (← links)
- COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (Q3313165) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)