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A prediction perspective on the Wiener-Hopf equations for time series
v1v2 (latest)

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

11 July 2021
S. Subba Rao
Junho Yang
ArXiv (abs)PDFHTML

Papers citing "A prediction perspective on the Wiener-Hopf equations for time series"

1 / 1 papers shown
Title
On the asymptotic behavior of a finite section of the optimal causal
  filter
On the asymptotic behavior of a finite section of the optimal causal filter
Junho Yang
69
1
0
06 Feb 2023
1