On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes

DOI10.1007/BF01199022zbMath1108.30312OpenAlexW1980390891MaRDI QIDQ1333565

Balram S. Rajput, C.-E. Sundberg

Publication date: 15 September 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01199022

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Stability of trigonometric approximation in \(L^p\) and applications to prediction theory ⋮ Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p ⋮ Unnamed Item ⋮ On the geometry of L^p (μ) with applications to infinite variance processes ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

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