Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages (Q3452745)
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scientific article; zbMATH DE number 6508470
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| English | Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages |
scientific article; zbMATH DE number 6508470 |
Statements
Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (English)
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13 November 2015
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prediction
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stable processes
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moving average
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mixed-norm spaces
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autoregressive representation
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strong mixing
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0.7881459593772888
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0.7881459593772888
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0.7651017308235168
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0.7596613764762878
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0.7470530271530151
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