Linear prediction for a class of multivariate stable processes

DOI10.1080/15326349808807472MaRDI QIDQ4385222zbMATH OpenOpenAlexFDO

Authors Heather Mitchell, Peter J. Brockwell

Publication date 14 September 1998

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349808807472

zbMATH Keywords

ARMA processlinear predictionMA processmultivariate stable processS\(\alpha\)S process

Mathematics Subject Classification ID

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

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