Strictly stationary solutions of ARMA equations in Banach spaces

DOI10.1016/j.jmva.2013.06.007zbMath1317.60037arXiv1206.0982OpenAlexW2093627564MaRDI QIDQ2350664

Felix Spangenberg

Publication date: 25 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0982

zbMATH Keywords

heavy tailsARMA euqationsstrictly stationary solutionstime series in Banach spaces

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probability theory on linear topological spaces (60B11)

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On the prediction of \(p\)-stationary processes ⋮ Estimation of functional ARMA models ⋮ Functional ARCH and GARCH models: a Yule-Walker approach ⋮ Wasserstein autoregressive models for density time series ⋮ Strongly consistent autoregressive predictors in abstract Banach spaces ⋮ First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem ⋮ An innovations algorithm for the prediction of functional linear processes ⋮ An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces

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