On the geometry of Lp (μ) with applications to infinite variance processes

被引：10
|
作者：
Cheng, R
Miamee, AG
Pourahmadi, M
机构：
[1] ECI Syst & Engn, Virginia Beach, VA 23452 USA
[2] No Illinois Univ, Div Stat, De Kalb, IL 60115 USA
[3] Hampton Univ, Dept Math, Hampton, VA 23668 USA
来源：
JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY | 2003年 / 74卷
关键词：
D O I：
10.1017/S1446788700003104
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Some geometric properties of L-p spaces are studied which shed light on the prediction of infinite variance processes. In particular, a Pythagorean theorem for L-p is derived. Improved growth rates for the moving average parameters are obtained.
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页码：35 / 42
页数：8
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