Aspects of prediction

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

zbMATH Keywords

time seriesstochastic volatilityBanach spacesampling theoremstationary processcovariance operatorKolmogorov isomorphism theoremvolatility clusteringlocally convexreproducing-kernel Hilbert space

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

The Life, Work, and Legacy of P. L. Chebyshev ⋮ Prediction theory for stationary functional time series ⋮ Hardy, Littlewood and probability

Uses Software

• fda (R)

Cites Work

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