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
Hauptverfasser: Soltani, A. R., Tarami, B.
Format: Artikel
Sprache:eng
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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.
ISSN:1072-947X
1072-9176
1572-9176
DOI:10.1515/GMJ.2001.181