𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Strong approximation of continuous time stochastic processes

✍ Scribed by Ernst Eberlein

Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
677 KB
Volume
31
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

An approximated principal component pred
An approximated principal component prediction model for continuous-time stochastic processes
✍ Aguilera, Ana M. ;OcaΓ±a, Francisco A. ;Valderrama, Mariano J. πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 196 KB πŸ‘ 2 views

In this paper, a linear model for forecasting a continuous-time stochastic process in a future interval in terms of its evolution in a past interval is developed. This model is based on linear regression of the principal components in the future against the principal components in the past. In order