16 citations · 94 across the 35 of their papers we have counts for
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math.PR2011★ 16 cited
An explicit representation of Verblunsky coefficients
N. H. Bingham, Akihiko Inoue, Yukio Kasahara
We prove a representation of the partial autocorrelation function (PACF) of a stationary process, or of the Verblunsky coefficients of its normalized spectral measure, in terms of…
math.PR2011★ 9 cited
Szegö's Theorem and its Probabilistic Descendants
N. H. Bingham
The theory of orthogonal polynomials on the unit circle (OPUC) dates back to Szegö's work of 1915-21, and has been given a great impetus by the recent work of Simon, in particular…