Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Yukio Kasahara"'
Autor:
Yukio Kasahara, Akihiko Inoue
Publikováno v:
Journal of mathematical analysis and applications. 464(2):1366-1374
In this note, by using a discrete analog of a projection formula introduced by A. Seghier in 1978, we calculate the orthogonal polynomials on the unit circle for a rational spectral density having no zeros there, and derive simple matrix representati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4dca1e934638fe2971cfcad6d564ff46
http://hdl.handle.net/2115/79065
http://hdl.handle.net/2115/79065
Autor:
N. H. Bingham, Yukio Kasahara
In the theory of orthogonal polynomials, (non‐trivial) probability measures on the unit circle are parametrized by the Verblunsky coefficients. Baxter's theorem asserts that such a measure is absolutely continuous and has positive density with summ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::027793b1f9e91001afcf15da4f567681
http://hdl.handle.net/10044/1/67701
http://hdl.handle.net/10044/1/67701
Publikováno v:
Bernoulli 24, no. 2 (2018), 1202-1232
For a multivariate stationary process, we develop explicit representations for the finite predictor coefficient matrices, the finite prediction error covariance matrices and the partial autocorrelation function (PACF) in terms of the Fourier coeffici
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d87b12e36095c540b1445dfe22cb6e8
https://projecteuclid.org/euclid.bj/1505980894
https://projecteuclid.org/euclid.bj/1505980894
Publikováno v:
Integral Equations and Operator Theory. 84:289-300
This note presents a matricial generalization of the concept of rigid functions in the Hardy space H 1, and a spectral characterization of complete non-determinacy for multivariate stationary processes.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fd49c31c244c1c019c8aaaa45c5c330
https://doi.org/10.1007/s00020-015-2265-y
https://doi.org/10.1007/s00020-015-2265-y
Autor:
N. H. Bingham, Yukio Kasahara
This note deals with a matricial Schur function arising from a completely indeterminate Nehari problem. The Schur algorithm is characterized by a unilateral shift for a Nehari sequence.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7c323f44c6cf5e7b0ee6f80b7170cf3
http://hdl.handle.net/10044/1/63294
http://hdl.handle.net/10044/1/63294
Autor:
N. H. Bingham, Yukio Kasahara
Publikováno v:
Transactions of the American Mathematical Society. 366:1363-1378
We are concerned with a rather unfamiliar condition in the theory of the orthogonal polynomials on the unit circle. In general, the Szego function is determined by its modulus, while the condition in question is that it is also determined by its argu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::97e7d8956d3ebc16a93836da61e8c2df
https://doi.org/10.1090/s0002-9947-2013-05874-6
https://doi.org/10.1090/s0002-9947-2013-05874-6
Publikováno v:
Statistics & Probability Letters. 79:1637-1646
Important results in prediction theory dealing with missing values have been obtained traditionally using difficult techniques based on duality in Hilbert spaces of analytic functions [Nakazi, T., 1984. Two problems in prediction theory. Studia Math.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::290887869e3cf240dc3bc3dbecd80dd2
https://doi.org/10.1016/j.spl.2009.04.005
https://doi.org/10.1016/j.spl.2009.04.005
Publikováno v:
Statistics & Probability Letters. 78:2889-2894
We prove an analogue of Baxter’s inequality for fractional Brownian motion-type processes with Hurst index less than 1 / 2 . This inequality is concerned with the norm estimate of the difference between finite- and infinite-past predictor coefficie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3913feeaf0e8d0f3e362766946b9f6a1
https://doi.org/10.1016/j.spl.2008.04.014
https://doi.org/10.1016/j.spl.2008.04.014
Publikováno v:
Proceedings of he American Mathematical Society. 135(4):1233-1239
For a nonnegative integrable weight function w on the unit circle T, we provide an expression for p = 2, in terms of the series coefficients of the outer function of w, for the weighted L P distance inf f ∫ T |1 - f[Pwdμ, where μ is the normalize
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f154af0d731aaf3fefb05a1558f0c46c
http://hdl.handle.net/2115/18895
http://hdl.handle.net/2115/18895
Autor:
Yukio Kasahara, Akihiko Inoue
Publikováno v:
Journal of Multivariate Analysis. 89(1):135-147
Let {Xn: n ∈ Z} be a fractional ARIMA(p, d, q) process with partial autocorrelation function α(ċ). In this paper, we prove that if d ∈ (-1/2,0) then |α(n)| ∼ |d|/n as n → ∞ This extends the previous result for the case 0 < d < 1/2.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee537aa24aede2ae2cc7f68b38b22983
http://hdl.handle.net/2115/18898
http://hdl.handle.net/2115/18898