A prediction problem in L^2 (w)

DOI10.1090/S0002-9939-06-08575-3zbMATH Open1121.60041OpenAlexW77785579MaRDI QIDQ3420108FDOQ3420108

M. Pourahmadi, Yukio Kasahara, Akihiko Inoue

Publication date: 1 February 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-06-08575-3

Recommendations

• On the ``prediction problem
• Prediction from part of the past of a stationary process
• Two problems in prediction theory
• Best Approximations in L^p (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
• On the Szegő-Kolmogorov prediction theorem

zbMATH Keywords

predictionstationary stochastic sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Foundations of time series analysis and prediction theory
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Title not available (Why is that?)
• Prediction of stable processes: Spectral and moving average representations
• A duality principle for stationary random sequences
• Best Approximations in L^p (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
• Two problems in prediction theory
• On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems
• Two prediction problems and extensions of a theorem of Szegö
• Taylor Expansion of exp(∑ ∞ k = 0 a k z k ) and Some Applications
• Prediction n Units of Time Ahead
• Some extremal problems in 𝐿^{𝑝}(𝑤)
• Some remarks on duality of stationary sequences
• Title not available (Why is that?)

Cited In (11)

• Prediction operator in Orlicz spaces
• Filtering of multidimensional stationary sequences with missing observations
• Title not available (Why is that?)
• Prediction of stationary Gaussian random fields with incomplete quarterplane past
• Some prediction problems for stationary random fields with quarter-plane past
• Commutator of two projections in prediction theory
• Duals of random vectors and processes with applications to prediction problems with missing values
• Interpolation of stationary sequences observed with a noise
• On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems
• Some problems arising from prediction theory and a theorem of Kolmogorov
• Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p

This page was built for publication: A prediction problem in $L^2 (w)$

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3420108)