Pages that link to "Item:Q1326308"
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The following pages link to Baxter's inequality and convergence of finite predictors of multivariate stochastic processes (Q1326308):
Displaying 28 items.
- Weak parallelogram laws on Banach spaces and applications to prediction (Q313461) (← links)
- Duality of the weak parallelogram laws on Banach spaces (Q488709) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- The mixing rate of a stationary multivariate process (Q685740) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- On the convergence of finite linear predictors of stationary processes (Q1122914) (← links)
- The baker transformation as a nonlinear combination of pointwise mean expected value operators and the pointwise convergence to equilibrium (Q1125168) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Convergence of the best linear predictor of a weakly stationary random field (Q2420237) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- On the prediction of \(p\)-stationary processes (Q2678447) (← links)
- Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated (Q2815349) (← links)
- Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
- Moving Average Representations for Multivariate Stationary Processes (Q3505307) (← links)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
- Forward Moving Average Representation in Multivariate MA(1) Processes (Q3562444) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
- Explicit formulas for the inverses of Toeplitz matrices, with applications (Q6085098) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
- A prediction perspective on the Wiener–Hopf equations for time series (Q6135332) (← links)
- Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
- On the asymptotic behavior of a finite section of the optimal causal filter (Q6589587) (← links)
- Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy (Q6616621) (← links)
