Aspects of prediction
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Publication:5245624
DOI10.1239/jap/1417528475zbMath1314.62214OpenAlexW2050948140MaRDI QIDQ5245624
Badr Missaoui, Nicholas H. Bingham
Publication date: 14 April 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1417528475
time seriesstochastic volatilityBanach spacesampling theoremstationary processcovariance operatorKolmogorov isomorphism theoremvolatility clusteringlocally convexreproducing-kernel Hilbert space
Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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Uses Software
Cites Work
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