Mixed‐Norm Spaces and Prediction of SαS Moving Averages

DOI10.1111/jtsa.12134zbMath1334.60059OpenAlexW1816471902MaRDI QIDQ3452745

Raymond Cheng, Charles B. Harris

Publication date: 13 November 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12134

zbMATH Keywords

predictionstrong mixingstable processesmoving averagemixed-norm spacesautoregressive representation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stable stochastic processes (60G52) Applications of functional analysis in probability theory and statistics (46N30) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (7)

Zeros of optimal polynomial approximants in \(\ell_A^p\) ⋮ Birkhoff-James orthogonality and the zeros of an analytic function ⋮ Convergence of the best linear predictor of a weakly stationary random field ⋮ On the prediction of \(p\)-stationary processes ⋮ An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes ⋮ Inner functions and zero sets for ℓ^{𝑝}_{𝐴} ⋮ On the failure of canonical factorization in \(\ell_A^p\)

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