Mixed-Norm Spaces and Prediction of Sα S Moving Averages

Author:

Cheng Raymond1,Harris Charles B.1

Affiliation:

1. Department of Mathematics and Statistics; Old Dominion University; Norfolk VA USA

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference48 articles.

1. Interpolation Spaces

2. Time Series: Theory and Methods

3. Ergodic properties of stationary stable processes;Cambanis;Stochastic Processes and Their Applications,1987

4. Innovations and Wold decompositions of stable processes;Cambanis;Probability Theory and Related Fields,1988

5. Prediction of stable processes: spectral and moving average representation;Cambanis;Probability Theory and Related Fields,1984

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