Hölder classes of vector-valued functions and convergence of the best predictor

DOI10.1016/0047-259X(92)90082-QzbMath0773.60027OpenAlexW2033132196MaRDI QIDQ1261305

R. Cheng

Publication date: 1 September 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90082-q

zbMATH Keywords

Fourier coefficientsHölder classesspectral criteriamultivariate stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Limit theorems in probability theory (60F99)

Related Items

Baxter's inequality and convergence of finite predictors of multivariate stochastic processes, Mixed‐Norm Spaces and Prediction of SαS Moving Averages, Convergence of the best linear predictor of a weakly stationary random field, The mixing rate of a stationary multivariate process

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