Hilbert Spaces Formed by Strongly Harmonizable Stable Processes
A strongly harmonizable continuous time symmetric α-stable process is considered. By using covariations, a Hilbert space is formed from the process elements and used for a purpose of moving average representation and prediction.
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Veröffentlicht in: | Georgian mathematical journal 2001-03, Vol.8 (1), p.181-188 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | A strongly harmonizable continuous time symmetric α-stable process is considered. By using covariations, a Hilbert space is formed from the process elements and used for a purpose of moving average representation and prediction. |
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ISSN: | 1072-947X 1072-9176 1572-9176 |
DOI: | 10.1515/GMJ.2001.181 |