Aspects of prediction

DOI10.1239/jap/1417528475zbMath1314.62214MaRDI QIDQ5245624

Badr Missaoui, Nicholas H. Bingham

Publication date: 14 April 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1417528475

zbMATH Keywords

time series; stochastic volatility; Banach space; sampling theorem; stationary process; covariance operator; Kolmogorov isomorphism theorem; volatility clustering; locally convex; reproducing-kernel Hilbert space

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60G10: Stationary stochastic processes

62-02: Research exposition (monographs, survey articles) pertaining to statistics

Related Items

The Life, Work, and Legacy of P. L. Chebyshev, Hardy, Littlewood and probability, Prediction theory for stationary functional time series

Uses Software

• fda (R)

Cites Work

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