An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes

DOI10.1016/j.jmaa.2016.01.009zbMath1336.47072OpenAlexW2235174029MaRDI QIDQ5962563

Raymond Cheng, William T. Ross

Publication date: 12 February 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.01.009

zbMATH Keywords

time seriesautoregressivestable processinner-outer factorizationHardy classmoving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Applications of operator theory in probability theory and statistics (47N30)

Related Items (9)

Optimal weak parallelogram constants for L^p spaces ⋮ Zeros of optimal polynomial approximants in \(\ell_A^p\) ⋮ Birkhoff-James orthogonality and the zeros of an analytic function ⋮ On the prediction of \(p\)-stationary processes ⋮ A duality approach to regularized learning problems in Banach spaces ⋮ An inequality for Cauchy products ⋮ Multipliers of sequence spaces ⋮ Inner functions and zero sets for ℓ^{𝑝}_{𝐴} ⋮ On the failure of canonical factorization in \(\ell_A^p\)

Cites Work

• Weak parallelogram laws on Banach spaces and applications to prediction
• On Birkhoff orthogonality and isosceles orthogonality in normed linear spaces
• Time series: Theory and methods
• Best linear prediction for \(\alpha \)-stable random processes
• Linear prediction of ARMA processes with infinite variance
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• Innovations and Wold decompositions of stable sequences
• Shift invariant subspaces with arbitrary indices in \(\ell^p\) spaces
• Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
• Strictly stationary solutions of ARMA equations in Banach spaces
• Strictly stationary solutions of autoregressive moving average equations
• Mixed‐Norm Spaces and Prediction of SαS Moving Averages
• INFINITE VARIANCE STABLE ARMA PROCESSES
• Orthogonality and Linear Functionals in Normed Linear Spaces
• Regularity and minimality of infinite variance processes
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