Autoregressive Processes in Banach Spaces
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Observation of processes with continuous or differentiable sample paths takes place in physics, chemistry, finance, meteorology, and many other fields. In order to construct a random model adapted to such a situation, it is natural to use Banach spaces whose elements are regular functions, instead of general Hilbert spaces. The drawback of that choice is intricacy due to weakness of the geometrical properties of Banach spaces.
KeywordsBanach Space Separable Banach Space Autoregressive Process Uniform Norm Martingale Difference
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