On dispersion of stable random vectors and its application in the prediction of multivariate stable processes (Q4322022)
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scientific article; zbMATH DE number 720118
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On dispersion of stable random vectors and its application in the prediction of multivariate stable processes |
scientific article; zbMATH DE number 720118 |
Statements
On dispersion of stable random vectors and its application in the prediction of multivariate stable processes (English)
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30 June 1995
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best linear predictor
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dispersion of stable random vector
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S\(\alpha\)S process
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