Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies

DOI10.1016/j.sigpro.2009.07.025zbMath1177.94115arXiv0811.2623OpenAlexW2033076966MaRDI QIDQ1048879

Nikolai G. Dokuchaev

Publication date: 8 January 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.2623

zbMATH Keywords

spectral analysisforecastingnonparametric methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10) Sampling theory in information and communication theory (94A20)

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Cites Work

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• The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters
• Interpolation of band-limited functions using the approximate prolate series (Corresp.)
• Prolate Spheroidal Wave Functions, Fourier Analysis, and Uncertainty-V: The Discrete Case
• Linear prediction of bandlimited processes with flat spectral densities
• Error-Free Recovery of Signals from Irregularly Spaced Samples
• Bounds for truncation error in sampling expansions of band-limited signals

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