Regularity and Singularity of Weakly Stationary Processes Indexed by a Commutative Hypergroup

Martin Leitner
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Martin Leitner: Siemens AG Corporate Research and Development Applied Computer Science and Software, Design Automation

A chapter in Probability Measures on Groups X, 1991, pp 269-278 from Springer

Abstract: Abstract The concept of K-weakly stationary processes, K being a commutative hypergroup, was developed in Lasser and Leitner (1989), Lasser and Leitner (1990), and Leitner (1991). In the present paper prediction problems are treated for general K-weakly stationary processes and especially for polynomial weakly stationary processes, which are the hypergroup theoretical equivalents to the classical time series.

Keywords: Translation Operator; Stationary Time Series; Character Space; Plancherel Measure; Orthogonalization Measure (search for similar items in EconPapers)
Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4899-2364-6_19

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DOI: 10.1007/978-1-4899-2364-6_19

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