This paper discusses the concept of asymptotic optimality from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...

We consider the problem of testing pairwise dependence for stationary time series. For this, we suggest the use of a Box–Ljung-type test statistic that is formed after calculating the distance covariance function among ...

A new methodology for optimal linear prediction of a stationary time series is introduced. Given a sample X1,…,Xn, the optimal linear predictor of Xn+1 is Xn+1 = Φ1(n)Xn + Φ2(n)Xn−1 + + Φn(n)X1. In practice, the coefficient ...

A series of unsteady, three-dimensional numerical simulations of the incompressible, oscillatory flow around a near-bed pipeline is presented. A flow at Reynolds number equal to Reαo=20,000 with respect to the oscillatory ...

This article discusses the concept of asymptotic efficiency from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...

This paper is concerned with the problem of defining, and computing the capacity of a continuous-time additive Gaussian noise communication channel when the true frequency response of the channel, and the power spectral ...

We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. ...

The performance of stochastic optimal power control of time-varying wireless short-term flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...