On same-realization prediction in an infinite-order autoregressive process

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Averaging estimators for autoregressions with a near unit root (2010, methodology): “When p = 0 then there is no (r): Thus using (27),”
Model averaging by jackknife criterion in models with dependent data (2013, methodology): “58) Using Theorem 2 of Ing and Wei (2003) and conditions (C.”
Variable Selection in Predictive Regressions (2013, background): “However, Ing and Wei (2003) extend the analysis 9 to allow the sample used for prediction to overlap with that used in estimation.”
BANDING SAMPLE AUTOCOVARIANCE MATRICES OF STATIONARY PROCESSES (2009, methodology): “Key words and phrases: Covariance matrix, prediction, regularization, short-range dependence, stationary process.”
Order selection for same-realization predictions in autoregressive processes (2005, unknown): “26) of [17]; the third inequality follows from (5.”