On the prediction of \(p\)-stationary processes

DOI10.1007/s10998-022-00451-zOpenAlexW4214909169MaRDI QIDQ2678447

Raymond Cheng

Publication date: 23 January 2023

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-022-00451-z

zbMATH Keywords

autoregressivemoving averageprediction theoryinfinite variance process

Mathematics Subject Classification ID

Classical Banach spaces in the general theory (46B25) Stable stochastic processes (60G52) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Zeros of optimal polynomial approximants in \(\ell_A^p\) ⋮ A duality approach to regularized learning problems in Banach spaces

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