On the asymptotic behavior of a finite section of the optimal causal filter

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
On the range of validity of the autoregressive sieve bootstrap
Time series: theory and methods
On the convergence of finite linear predictors of stationary processes
A norm inequality for a 'finite-section' Wiener-Hopf equation
Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
Asymptotically efficient autoregressive model selection for multistep prediction
Asymptotics for the partial autocorrelation function of a stationary process
Optimal real-time filters for linear prediction problems
Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
Fractional ARIMA with stable innovations
Szegő's theorem and its probabilistic descendants
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
Explicit representation of finite predictor coefficients and its applications
Foundations of time series analysis and prediction theory
The Fitting of Time-Series Models
An Asymptotic Result for the Finite Predictor.
Fractional differencing
AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
Asymptotic Estimates for the Finite Predictor.
On the Asymptotic Behavior of the Prediction Error
Über die Randwerte einer analytischen Funktion.
A prediction perspective on the Wiener–Hopf equations for time series

This page was built for publication: On the asymptotic behavior of a finite section of the optimal causal filter