Author:
Cheng R.,Miamee A. G.,Pourahmadi M.
Abstract
AbstractSome geometric properties of Lp spaces are studied which shed light on the prediction of infinite variance processes. In particular, a Pythagorean theorem for Lp is derived. Improved growth rates for the moving average parameters are obtained.
Publisher
Cambridge University Press (CUP)
Cited by
11 articles.
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1. On the prediction of p-stationary processes;Periodica Mathematica Hungarica;2022-03-02
2. On the geometry of the multiplier space of ℓp
A
;Concrete Operators;2022-01-01
3. The zero sets of ℓAp are nested;Illinois Journal of Mathematics;2019-12-01
4. On the failure of canonical factorization in ℓAp;Journal of Mathematical Analysis and Applications;2019-11
5. A Blaschke sequence that is not a zero set for ℓ^{}_{};Proceedings of the American Mathematical Society;2019-06-10