16 citations · 23 across the 5 of their papers we have counts for
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math.PR2015★ 3 cited
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi
For a multivariate stationary process, we develop explicit representations for the finite predictor coefficient matrices, the finite prediction error covariance matrices and the pa…
math.PR2015★ 2 cited
The intersection of past and future for multivariate stationary processes
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi
We consider an intersection of past and future property of multivariate stationary processes which is the key to deriving various representation theorems for their linear predictor…