22 citations · 22 across the 2 of their papers we have counts for
2 papers
math.OC2011★ 22 cited
On predictors for band-limited and high-frequency time series
Nikolai Dokuchaev
Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convol…
math.OC2008
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies
Nikolai Dokuchaev
The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for high…