AbstractThe moving average representations of discrete multidimensional stationary processes are generalized to fundamental moving average representations of weakly harmonizable processes. For strongly harmonizable processes, necessary and sufficient conditions on covariance functions are obtained for the existence of such moving average representations. These are used in obtaining least squares prediction formulae for such processes
Abstract. For the stationary invertible moving average process of order one with unknown innovation ...
The paper considers an extension of factor analysis to moving average processes. The problem is form...
We study the properties of an MA([infinity])-representation of an autoregressive approximation for a...
AbstractThe moving average representations of discrete multidimensional stationary processes are gen...
Backward and forward moving average (MA) representations are established for multivariate stationary...
[[abstract]]Best mean square prediction for moving average time series models is generally non-linea...
AbstractThis paper addresses the representation of continuous-time strongly harmonizable periodicall...
This paper addresses the representation of continuous-time strongly harmonizable periodically correl...
This paper demonstrates that for a finite stationary autoregressive moving average process the inver...
Periodic linear differential processes are defined and their properties are analyzed. Equivalent rep...
AbstractNew criteria are provided for determining whether an integral representation of a stable pro...
In this paper the authors use results to compute finite state-space or auto-regressive moving averag...
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process ...
We study whether a multivariate Lévy-driven moving average process can shadow arbitrarily closely an...
AbstractThe aim of this note is to study the properties of some nonstationary autoregressive-moving ...
Abstract. For the stationary invertible moving average process of order one with unknown innovation ...
The paper considers an extension of factor analysis to moving average processes. The problem is form...
We study the properties of an MA([infinity])-representation of an autoregressive approximation for a...
AbstractThe moving average representations of discrete multidimensional stationary processes are gen...
Backward and forward moving average (MA) representations are established for multivariate stationary...
[[abstract]]Best mean square prediction for moving average time series models is generally non-linea...
AbstractThis paper addresses the representation of continuous-time strongly harmonizable periodicall...
This paper addresses the representation of continuous-time strongly harmonizable periodically correl...
This paper demonstrates that for a finite stationary autoregressive moving average process the inver...
Periodic linear differential processes are defined and their properties are analyzed. Equivalent rep...
AbstractNew criteria are provided for determining whether an integral representation of a stable pro...
In this paper the authors use results to compute finite state-space or auto-regressive moving averag...
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process ...
We study whether a multivariate Lévy-driven moving average process can shadow arbitrarily closely an...
AbstractThe aim of this note is to study the properties of some nonstationary autoregressive-moving ...
Abstract. For the stationary invertible moving average process of order one with unknown innovation ...
The paper considers an extension of factor analysis to moving average processes. The problem is form...
We study the properties of an MA([infinity])-representation of an autoregressive approximation for a...