On predictors for band-limited and high-frequency time series
Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited processes are predictable in this sense, as well as high-fr...
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| Format: | Journal Article |
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Elsevier BV
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/33373 |