On the esimation of covariance functions ofpn-weakly stantionary processes1

DOI10.1080/07362998809809553zbMath1126.62358OpenAlexW1966088108MaRDI QIDQ4208309

Volker Hösel

Publication date: 1 September 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998809809553

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Related Items (1)

Prediction of weakly stationary sequences on polynomial hypergroups

Cites Work

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• Stochastic processes indexed by hypergroups. I
• Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
• One-step prediction for \(P_ n\)-weakly stationary processes
• Spaces with an abstract convolution of measures
• A Wiener theorem for orthogonal polynomials
• On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
• Stochastic processes indexed by hypergroups. II
• Orthogonal Polynomials and Hypergroups II--The Symmetric Case
• Orthogonal Expansions with Positive Coefficients. II

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