Prediction of Banach Space Valued Strictly Stationary Sequences

DOI10.1137/1129042zbMATH Open0601.60006OpenAlexW2029568901MaRDI QIDQ3736614FDOQ3736614

Nguyen Van Thu

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129042

zbMATH Keywords

Wold decompositionmoving average representationBanach space valued strictly stationary sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Stationary stochastic processes (60G10)

Cited In (1)

• Prediction operators in Banach ideal spaces

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