Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/jtsa.12134
+Normal rank
@@ Property / OpenAlex ID @@
+W1816471902
@@ Property / OpenAlex ID: W1816471902 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic properties of stationary stable processes
@@ Property / cites work: Ergodic properties of stationary stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Innovations and Wold decompositions of stable sequences
+Normal rank
@@ Property / cites work @@
+Prediction of stable processes: Spectral and moving average representations
+Normal rank
@@ Property / cites work @@
+Hölder classes of vector-valued functions and convergence of the best predictor
+Normal rank
@@ Property / cites work @@
+On the rate of strong mixing in stationary Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Duality of the weak parallelogram laws on Banach spaces
+Normal rank
@@ Property / cites work @@
+Regularity and minimality of infinite variance processes
+Normal rank
@@ Property / cites work @@
+Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
+Normal rank
@@ Property / cites work @@
+The mixing rate of a stationary multivariate process
+Normal rank
@@ Property / cites work @@
+Weak parallelogram laws on Banach spaces and applications to prediction
+Normal rank
@@ Property / cites work @@
+Linear prediction of ARMA processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Estimates for the Finite Predictor.
@@ Property / cites work: Asymptotic Estimates for the Finite Predictor. / rank @@
+Normal rank
@@ Property / cites work @@
+On weak dependence conditions: the case of discrete valued processes
+Normal rank
@@ Property / cites work @@
+A new weak dependence condition and applications to moment inequalities
+Normal rank
@@ Property / cites work @@
+An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Past and Future
@@ Property / cites work: Past and Future / rank @@
+Normal rank
@@ Property / cites work @@
+Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes
+Normal rank
@@ Property / cites work @@
+Finite sections of Wiener-Hopf equations and Szegö polynomials
+Normal rank
@@ Property / cites work @@
+Linear Fourier and stochastic analysis
@@ Property / cites work: Linear Fourier and stochastic analysis / rank @@
+Normal rank
@@ Property / cites work @@
+On the Asymptotic Behavior of the Prediction Error
+Normal rank
@@ Property / cites work @@
+On The Spectrum Of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition I. Necessary Conditions
+Normal rank
@@ Property / cites work @@
+On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
+Normal rank
@@ Property / cites work @@
+Coefficient Multipliers of Mixed Norm Spaces
@@ Property / cites work: Coefficient Multipliers of Mixed Norm Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q4895037
@@ Property / cites work: Q4895037 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4273001
@@ Property / cites work: Q4273001 / rank @@
+Normal rank
@@ Property / cites work @@
+INFINITE VARIANCE STABLE ARMA PROCESSES
@@ Property / cites work: INFINITE VARIANCE STABLE ARMA PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3266686
@@ Property / cites work: Q3266686 / rank @@
+Normal rank
@@ Property / cites work @@
+DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE
+Normal rank
@@ Property / cites work @@
+The asymptotic codifference and covariation of log-fractional stable noise
+Normal rank
@@ Property / cites work @@
+Wold decomposition, prediction and parameterization of stationary processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Best linear prediction for \(\alpha \)-stable random processes
+Normal rank
@@ Property / cites work @@
+Shorter Notes: A Simple Proof of Wiener's 1/f Theorem
+Normal rank
@@ Property / cites work @@
+Hankel operators, best approximations, and stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+On the convergence of finite linear predictors of stationary processes
+Normal rank
@@ Property / cites work @@
+Q2754859
@@ Property / cites work: Q2754859 / rank @@
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+On the structure of stationary stable processes
@@ Property / cites work: On the structure of stationary stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition of stationary \(\alpha\)-stable random fields.
+Normal rank
@@ Property / cites work @@
+Q5800001
@@ Property / cites work: Q5800001 / rank @@
+Normal rank