{"title":"Prediction theory for stationary functional time series","authors":"N. Bingham","doi":"10.1214/20-ps360","DOIUrl":null,"url":null,"abstract":"We survey aspects of prediction theory in infinitely many dimensions, with a view to the theory and applications of functional time series.","PeriodicalId":46216,"journal":{"name":"Probability Surveys","volume":null,"pages":null},"PeriodicalIF":1.3000,"publicationDate":"2020-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Surveys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/20-ps360","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 4
Abstract
We survey aspects of prediction theory in infinitely many dimensions, with a view to the theory and applications of functional time series.