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
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)
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