Mixed-norm spaces and prediction of S moving averages
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Publication:3452745
Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Applications of functional analysis in probability theory and statistics (46N30) Prediction theory (aspects of stochastic processes) (60G25) Stable stochastic processes (60G52) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
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Cites work
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- A new weak dependence condition and applications to moment inequalities
- An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
- Asymptotic Estimates for the Finite Predictor.
- Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
- Best linear prediction for \(\alpha \)-stable random processes
- Coefficient Multipliers of Mixed Norm Spaces
- Decomposition of stationary \(\alpha\)-stable random fields.
- DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE
- Duality of the weak parallelogram laws on Banach spaces
- Ergodic properties of stationary stable processes
- Finite sections of Wiener-Hopf equations and Szegö polynomials
- Foundations of time series analysis and prediction theory
- Fractional ARIMA with stable innovations
- Hankel operators, best approximations, and stationary Gaussian processes
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- scientific article; zbMATH DE number 934079 (Why is no real title available?)
- scientific article; zbMATH DE number 3060808 (Why is no real title available?)
- Hölder classes of vector-valued functions and convergence of the best predictor
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- Innovations and Wold decompositions of stable sequences
- Linear Fourier and stochastic analysis
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- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
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- Past and Future
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- Regularity and minimality of infinite variance processes
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- Weak dependence. With examples and applications.
- Weak parallelogram laws on Banach spaces and applications to prediction
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance
Cited in
(10)- Stable mixed moving averages
- Régularisation spectrale et propriétés métriques des moyennes mobiles (Spectral regularization and metric properties of moving averages)
- Birkhoff-James orthogonality and the zeros of an analytic function
- On the failure of canonical factorization in \(\ell_A^p\)
- Convergence of the best linear predictor of a weakly stationary random field
- Zeros of optimal polynomial approximants in \(\ell_A^p\)
- On the prediction of \(p\)-stationary processes
- Inner functions and zero sets for \(\ell ^{p}_{A}\)
- An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes
- Multipliers on weighted sequence spaces
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