Aspects of prediction

DOI10.1239/JAP/1417528475MaRDI QIDQ5245624zbMATH OpenOpenAlexFDO

Authors Badr Missaoui, N. H. Bingham

Publication date 14 April 2015

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1417528475

zbMATH Keywords

Banach spacecovariance operatorKolmogorov isomorphism theoremlocally convexreproducing-kernel Hilbert spacesampling theoremstationary processstochastic volatilitytime seriesvolatility clustering

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes and prediction (62M20)

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Cited in

(8)

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• Prediction in several conventional contexts
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• Continuous Previsions
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