scientific article; zbMATH DE number 761717
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Publication:4835651
Hilbert spaceHilbertian distributionnuclear spaceprevisionprobabilities on infinite-dimensional spacesrandom functionrandom vector
Harmonic analysis and spherical functions (43A90) Distributions on infinite-dimensional spaces (46F25) Measures and integration on abstract linear spaces (46G12) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) General second-order stochastic processes (60G12) Generalized stochastic processes (60G20) Prediction theory (aspects of stochastic processes) (60G25)
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(10)- Linear functional processes and prediction.
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence
- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
- scientific article; zbMATH DE number 1409916 (Why is no real title available?)
- An innovations algorithm for the prediction of functional linear processes
- Hilbert and Banach space-valued stochastic processes
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
- Tensorial products of functional ARMA processes
- Operator theory of multiple Itô-integrals
- General linear processes in Hilbert spaces and prediction
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