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
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)
Cites Work
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