论文信息 - On the geometry of Lp (μ) with applications to infinite variance processes

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

Abstract Some geometric properties of Lp spaces are studied which shed light on the prediction of infinite variance processes. In particular, a Pythagorean theorem for Lp is derived. Improved growth rates for the moving average parameters are obtained.

Mohsen Pourahmadi | Raymond Cheng | A. G. Miamee

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