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.

引用

页码：35 / 42

页数：8

共 50 条

[41] Stable limits of empirical processes of moving averages with infinite variance
Surgailis, D
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2002, 100 : 255 - 274
[42] Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes
Chen, Zhanshou
Tian, Zheng
Qin, Ruibing
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (07) : 1254 - 1270
[43] Limit theorems for functionals of long memory linear processes with infinite variance
Liu, Hui
Xiong, Yudan
Xu, Fangjun
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2024, 167
[44] The integrated periodogram for long-memory processes with finite or infinite variance
Kokoszka, P
Mikosch, T
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1997, 66 (01) : 55 - 78
[45] INFERENCE FOR NEARLY NONSTATIONARY PROCESSES UNDER STRONG DEPENDENCE WITH INFINITE VARIANCE
Chan, Ngai Hang
Zhang, Rong-Mao
[J]. STATISTICA SINICA, 2009, 19 (03) : 925 - 947
[46] Spurious regression between I(1) processes with infinite variance errors
Tsay, WJ
[J]. ECONOMETRIC THEORY, 1999, 15 (04) : 622 - 628
[47] INFINITE VARIANCE SELF-SIMILAR PROCESSES SUBORDINATE TO A POISSON MEASURE
TAQQU, MS
WOLPERT, RL
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1983, 62 (01): : 53 - 72
[48] SIEVE-BASED INFERENCE FOR INFINITE-VARIANCE LINEAR PROCESSES
Cavaliere, Giuseppe
Georgiev, Iliyan
Taylor, A. M. Robert
[J]. ANNALS OF STATISTICS, 2016, 44 (04): : 1467 - 1494
[49] Asymptotics of empirical processes of long memory moving averages with infinite variance
Koul, HL
Surgailis, D
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 91 (02) : 309 - 336
[50] WOLD DECOMPOSITION, PREDICTION AND PARAMETERIZATION OF STATIONARY-PROCESSES WITH INFINITE VARIANCE
MIAMEE, AG
POURAHMADI, M
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1988, 79 (01) : 145 - 164

← 1 2 3 4 5 →