Aspects of prediction (Q5245624)

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scientific article; zbMATH DE number 6424995
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Aspects of prediction
scientific article; zbMATH DE number 6424995

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    Aspects of prediction (English)
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    14 April 2015
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    stationary process
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    Kolmogorov isomorphism theorem
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    time series
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    stochastic volatility
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    volatility clustering
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    Banach space
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    covariance operator
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    locally convex
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    reproducing-kernel Hilbert space
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    sampling theorem
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