Representation theorems in finite prediction, with applications
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Publication:6117935
DOI10.1090/suga/481OpenAlexW4385811196WikidataQ122233884 ScholiaQ122233884MaRDI QIDQ6117935
Publication date: 21 February 2024
Published in: Sugaku Expositions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/suga/481
long memorystationary processesBaxter's inequalitypartial autocorrelation functionspredictor coefficientsstationary-increment processes
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Prediction theory (aspects of stochastic processes) (60G25)
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