Prediction Theory for Stationary Functional Time Series

2020/11/19 by Bingham, Nicholas Hugh
#60-02 (Primary) 62-02 (Secondary) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2011.09937

Abstract

We survey aspects of prediction theory in infinitely many dimensions, with a view to the theory and applications of functional time series.

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