Predictive information and distance between past and future of a time series

DOI10.1080/03610926.2016.1177081zbMATH Open1462.62554OpenAlexW2486721192MaRDI QIDQ5367301FDOQ5367301

Authors: Umberto Triacca 

Publication date: 12 October 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1177081

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zbMATH Keywords

distanceorthogonalityHilbert spacestochastic process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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