Placeholder.

- Wiener-Hopf Method -- from Wolfram MathWorld
- Wiener-Hopf method - Encyclopedia of Mathematics
- Integral equation of convolution type - Encyclopedia of Mathematics

## References

Bacry, Emmanuel, and Jean-François Muzy. 2016. “First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation.”

*IEEE Transactions on Information Theory*62 (4): 2184–2202.
Crighton, D. G., A. P. Dowling, J. E. Ffowcs Williams, M. Heckl, and F. G. Leppington. 1992. “Wiener-Hopf Technique.” In

*Modern Methods in Analytical Acoustics: Lecture Notes*, edited by D. G. Crighton, A. P. Dowling, J. E. Ffowcs Williams, M. Heckl, and F. G. Leppington, 148–67. London: Springer.
Doney, Ronald A. 2007.

*Fluctuation Theory for Lévy Processes: Ecole d’eté de Probabilités de Saint-Flour XXXV, 2005*. Vol. 1897. Lecture Notes in Mathematics 1897. Berlin ; New York: Springer.
Gohberg, I., and M. A. Kaashoek. 1991. “The State Space Method for Solving Singular Integral Equations.” In

*Mathematical System Theory: The Influence of R. E. Kalman*, edited by Athanasios C. Antoulas, 509–23. Berlin, Heidelberg: Springer.
Green, Michael, and Brian D O Anderson. 1986. “On the Continuity of the Wiener-Hopf Factorization Operation.”

Hawkes, Alan G. 1971. “Point Spectra of Some Mutually Exciting Point Processes.”

*Journal of the Royal Statistical Society. Series B (Methodological)*33 (3): 438–43.
Kailath, T., R. Geesey, and H. Weinert. 1972. “Some Relations Among RKHS Norms, Fredholm Equations, and Innovations Representations.”

*IEEE Transactions on Information Theory*18 (3): 341–48.
Kailath, Thomas, Ali H. Sayed, and Babak Hassibi. 2000.

*Linear Estimation*. Prentice Hall Information and System Sciences Series. Upper Saddle River, N.J: Prentice Hall.
Kyprianou, Andreas E. 2014.

*Fluctuations of Lévy Processes with Applications: Introductory Lectures*. Second edition. Universitext. Heidelberg: Springer.
Lawrie, Jane B., and I. David Abrahams. 2007. “A Brief Historical Perspective of the Wiener–Hopf Technique.”

*Journal of Engineering Mathematics*59 (4): 351–58.
Najafabadi, Amir T. Payandeh, and Dan Z. Kucerovsky. 2015. “A Weak Approximation for the Wiener–Hopf Factorization.” Edited by Kok Lay Teo.

*Cogent Mathematics*2 (1): 1074773.
Noble, B. 1958.

*Methods based on the Wiener-Hopf technique for the solution of partial differential equations.*First Edition. New York: Pergamon Press.
Parzen, Emanuel. 1962. “Extraction and Detection Problems and Reproducing Kernel Hilbert Spaces.”

*Journal of the Society for Industrial and Applied Mathematics Series A Control*1 (1): 35–62.
Polyanin, A. D., and A. V. Manzhirov. 1998.

*Handbook of Integral Equations*. Boca Raton, Fla: CRC Press.
Sayed, A. H., and T. Kailath. 2001. “A Survey of Spectral Factorization Methods.”

*Numerical Linear Algebra with Applications*8 (6-7): 467–96.
Youla, D., J. Bongiorno, and H. Jabr. 1976. “Modern Wiener–Hopf Design of Optimal Controllers Part I: The Single-Input-Output Case.”

*IEEE Transactions on Automatic Control*21 (1): 3–13.
## No comments yet. Why not leave one?