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most citedPredictors for discrete time processes with energy decay on higher frequencies

31 citations · 137 across the 73 of their papers we have counts for

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math.OC2007★ 10 cited

Predictability of band-limited, high-frequency, and mixed processes in the presence of ideal low-pass filters

Nikolai Dokuchaev

Pathwise predictability of continuous time processes is studied in deterministic setting. We discuss uniform prediction in some weak sense with respect to certain classes of inputs…