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04/02/2023
Approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes
We derive sharp approximation error bounds for inverse block Toeplitz ma...
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02/06/2023
An asymptotic behavior of a finite-section of the optimal causal filter
We derive an L_1-bound between the coefficients of the optimal causal fi...
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08/15/2022
On minimum contrast method for multivariate spatial point processes
The minimum contrast (MC) method, as compared to the likelihood-based me...
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09/06/2021
On the extreme eigenvalues of the precision matrix of the nonstationary autoregressive process and its applications to outlier estimation of panel time series
This paper investigates the structural change of the coefficients in the...
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07/11/2021
A prediction perspective on the Wiener-Hopf equations for discrete time series
The Wiener-Hopf equations are a Toeplitz system of linear equations that...
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07/01/2020
Spectral methods for small sample time series: A complete periodogram approach
The periodogram is a widely used tool to analyze second order stationary...
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01/20/2020