1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2021
A prediction perspective on the Wiener-Hopf equations for time series
Suhasini Subba Rao, Junho Yang
The Wiener-Hopf equations are a Toeplitz system of linear equations that naturally arise in several applications in time series. These include the update and prediction step of the…
stat.ME2009★ 1 cited
A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)
Yogesh Dwivedi, Suhasini Subba Rao
We consider a zero mean discrete time series, and define its discrete Fourier transform at the canonical frequencies. It is well known that the discrete Fourier transform is asympt…