Baxter's inequality for finite predictor coefficients of multivariate
long-memory stationary processes

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Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes

10 July 2015

Mohsen Pourahmadi

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Papers citing "Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes"

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Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes A. Inoue Junho Yang 29 0 0 02 Apr 2023
On the asymptotic behavior of a finite section of the optimal causal filter Junho Yang 47 1 0 06 Feb 2023
Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain S. Subba Rao Junho Yang 44 18 0 20 Jan 2020
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability Xiucai Ding Zhou Zhou AI4TS 35 2 0 30 Dec 2019
Spatio-temporal Bayesian On-line Changepoint Detection with Model Selection Jeremias Knoblauch Theodoros Damoulas 86 40 0 14 May 2018