Inversion of Wiener-Hopf truncated operators and prediction error for continuous time ARMA processes

zbMath1160.62349MaRDI QIDQ1012786

Mamikon S. Ginovyan, Levon V. Mikaelyan

Publication date: 22 April 2009

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Applications of operator theory in probability theory and statistics (47N30)

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