On the prediction of p-stationary processes
From MaRDI portal
Publication:2678447
Recommendations
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance
- Prediction with incomplete past of a stationary process.
- scientific article; zbMATH DE number 4137106
- On the linear prediction of multivariate \((2,p)\)-bounded processes
- scientific article; zbMATH DE number 3894178
Cites work
- A Weak Parallelogram Law for l p
- An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes
- Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
- Best linear prediction for \(\alpha \)-stable random processes
- Duality of the weak parallelogram laws on Banach spaces
- Foundations of time series analysis and prediction theory
- Function theory and ^p spaces
- Heavy-Tail Phenomena
- scientific article; zbMATH DE number 5855948 (Why is no real title available?)
- scientific article; zbMATH DE number 3772323 (Why is no real title available?)
- scientific article; zbMATH DE number 3538576 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 2133297 (Why is no real title available?)
- scientific article; zbMATH DE number 934079 (Why is no real title available?)
- scientific article; zbMATH DE number 2206777 (Why is no real title available?)
- scientific article; zbMATH DE number 3229482 (Why is no real title available?)
- scientific article; zbMATH DE number 3341573 (Why is no real title available?)
- Inner functions and zero sets for \(\ell ^{p}_{A}\)
- Inner functions in reproducing kernel spaces
- Linear prediction of ARMA processes with infinite variance
- Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
- On the failure of canonical factorization in \(\ell_A^p\)
- On the geometry of Lp (μ) with applications to infinite variance processes
- Orthogonal polynomials, reproducing kernels, and zeros of optimal approximants
- Prediction of stable processes: Spectral and moving average representations
- Regularity and minimality of infinite variance processes
- Strictly stationary solutions of ARMA equations in Banach spaces
- Time series: Theory and methods
- Variable Lebesgue spaces. Foundations and harmonic analysis
- Weak Parallelogram Laws for Banach Spaces
- Weak parallelogram laws on Banach spaces and applications to prediction
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance
Cited in
(13)- Prediction of functions of a stationary process
- On the convergence of finite linear predictors of stationary processes
- Prediction problems for square-transformed stationary processes
- Some extensions of linear approximation and prediction problems for stationary processes
- Prediction law of mixed Gaussian Volterra processes
- On the non-parametric prediction of conditionally stationary sequences
- Zeros of optimal polynomial approximants in \(\ell_A^p\)
- scientific article; zbMATH DE number 3972037 (Why is no real title available?)
- scientific article; zbMATH DE number 4028519 (Why is no real title available?)
- Performance of discrete-time predictors of continuous-time stationary processes
- Memory-universal prediction of stationary random processes
- scientific article; zbMATH DE number 1405950 (Why is no real title available?)
- A duality approach to regularized learning problems in Banach spaces
This page was built for publication: On the prediction of \(p\)-stationary processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2678447)