Best linear prediction for -stable random processes

DOI10.1016/J.SPL.2009.07.027zbMATH Open1176.62093OpenAlexW1508672723MaRDI QIDQ1036740FDOQ1036740

Adel Mohammadpour, Mohammad Hassan Mohammadi

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Linear prediction of ARMA processes with infinite variance
• Title not available (Why is that?)
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• Prediction of stable processes: Spectral and moving average representations

Cited In (9)

• Strongly harmonizable ARMA S\(\alpha\)S models
• On the prediction of \(p\)-stationary processes
• An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes
• Title not available (Why is that?)
• Mixed‐Norm Spaces and Prediction of SαS Moving Averages
• Title not available (Why is that?)
• On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
• A linear prediction problem for symmetric \(\alpha\)-stable processes with \(<\alpha <1\)
• Extrapolation of stationary random fields via level sets

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