Best linear prediction for -stable random processes

DOI10.1016/J.SPL.2009.07.027MaRDI QIDQ1036740zbMATH OpenOpenAlexFDO

Authors Mohammad Hassan Mohammadi, Adel Mohammadpour

Publication date 13 November 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.07.027

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20)

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Cites work

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• scientific article; zbMATH DE number 934079 (Why is no real title available?)
• Linear prediction of ARMA processes with infinite variance
• Prediction of stable processes: Spectral and moving average representations
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance

Cited in

(11)

• A linear prediction problem for symmetric \(\alpha\)-stable processes with \(<\alpha <1\)
• On the prediction of \(p\)-stationary processes
• Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
• On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
• scientific article; zbMATH DE number 721915 (Why is no real title available?)
• Linear prediction for a class of multivariate stable processes
• scientific article; zbMATH DE number 2036021 (Why is no real title available?)
• Extrapolation of stationary random fields via level sets
• On the best linear prediction of linear processes
• An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes
• Strongly harmonizable ARMA SS models

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