A prediction perspective on the Wiener–Hopf equations for time series-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A prediction perspective on the Wiener–Hopf equations for time series

Published:2022-05-03 Issue:1 Volume:44 Page:23-42
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:Journal Time Series Analysis

Author:

Subba Rao Suhasini¹^ORCID,Yang Junho²^ORCID

Affiliation:

1. Department of Statistics Texas A&M University College Station TX USA

2. Institute of Statistical Science Academia Sinica Taipei Taiwan

Funder

National Science Foundation of Sri Lanka

Ministry of Science and Technology, Taiwan

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12648

Reference38 articles.

1. Wiener filter design using polynomial equations

2. Power spectrum estimation through autoregressive model fitting

3. Ein direktes iterationsverfahren zur Hurwitz‐zerlegung eines polynoms;Bauer FL;Archiv der elektrischen Übertragung,1955

4. An Asymptotic Result for the Finite Predictor.

5. A norm inequality for a “finite-section” Wiener-Hopf equation

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the asymptotic behavior of a finite section of the optimal causal filter;Bernoulli;2024-11-01

2. On Iterative Procedure for a Vectorial Wiener-Hopf Problem with Oscillating Terms;Operator Theory: Advances and Applications;2024

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP