Prediction of weakly stationary sequences on polynomial hypergroups

DOI10.1214/AOP/1046294305MaRDI QIDQ1872325zbMATH OpenOpenAlexFDO

Authors Volker Hösel, Rupert Lasser

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/aop/1046294305

zbMATH Keywords

predictionhypergroupsorthogonal polynomialsrandom sequences

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Harmonic analysis on hypergroups (43A62)

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• One-step prediction for \(P_ n\)-weakly stationary processes
• On positive definite and stationary sequences with respect to polynomial hypergroups

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