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Undercomplete Blind Subspace Deconvolution via Linear Prediction
Undercomplete Blind Subspace Deconvolution Linear Prediction
2010/4/29
Undercomplete Blind Subspace Deconvolution via Linear Prediction。
Linear Prediction of Long-Memory Processes：Asymptotic Results on Mean-squared Errors
Linear Prediction Long-Memory Processes Asymptotic Results Mean-squared Errors
2010/4/29
Linear Prediction of Long-Memory Processes：Asymptotic Results on Mean-squared Errors。
Linear Prediction of Long-Range Dependent Time Series
Long memory linear model autoregressive process forecast error
2010/4/26
We present two approaches for next step linear prediction of long memory time series. The
first is based on the truncation of the Wiener-Kolmogorov predictor by restricting the observations to the la...