Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes (Q392108)
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scientific article; zbMATH DE number 6244668
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| English | Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes |
scientific article; zbMATH DE number 6244668 |
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Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes (English)
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13 January 2014
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functional filters
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Hilbert spaces
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linear processes
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measurable linear transformations
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prediction
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large dimensions
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0.8151350617408752
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0.800019383430481
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0.7907542586326599
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0.7697880268096924
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