ALEKSANDER KOWALSKI [1] has shown, among other things,that there exists a unique, bounded solution of (1) and that the prediction formulas used for invertible stationary ARMA models are valid also for (1)-(2). Let denote the probability spase with the filtration( non-increasing sequence of sub- -fields of the -field ). The -field is interpreted as the -field of all events prior to and including time let denote a Hilbert space of zero mean random variables defined on with finite second moments. Define on the adapted process where is measurable for every such that
ON LINEAR PREDIKTORS FOR NON –STATTIONARY PROCESSES
Bakhora Muratova (Karshi, Uzbekistan) | Скачать статью