Prediction theory for stationary functional time series (Q2135727)

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Prediction theory for stationary functional time series
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    Prediction theory for stationary functional time series (English)
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    9 May 2022
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    Cramér representation
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    Kolmogorov isomorphism theorem
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    Verblunsky coefficients
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    Szegő's theorem
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    Szegő alternative
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    Beurling-Lax-Halmos theorem
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    functional time series
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    functional principal components
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    Karhunen-Loève expansion
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    kernel methods
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