Hölder classes of vector-valued functions and convergence of the best predictor
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Publication:1261305
DOI10.1016/0047-259X(92)90082-QzbMath0773.60027OpenAlexW2033132196MaRDI QIDQ1261305
Publication date: 1 September 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(92)90082-q
Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Limit theorems in probability theory (60F99)
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Baxter's inequality and convergence of finite predictors of multivariate stochastic processes, Mixed‐Norm Spaces and Prediction of SαS Moving Averages, Convergence of the best linear predictor of a weakly stationary random field, The mixing rate of a stationary multivariate process
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