on dispersion of stable random Vectors and its application in the prediction of multivariate stable processes
Publish place: 01st Iranian Statistics Conference
Publish Year: 1371
Type: Conference paper
Language: English
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Document National Code:
ISC01_053
Index date: 6 March 2010
on dispersion of stable random Vectors and its application in the prediction of multivariate stable processes abstract
Our aim in this article is to derive a recipe formalr for the best linear predictor when the underlying stochastic model is multivariate symmetric a stable process. For doing this first we introduce a dispersion for stable random vectors, then adopt the technique of minimizing the dispersion error for deriving our recipe formula in various cases.
on dispersion of stable random Vectors and its application in the prediction of multivariate stable processes Keywords:
Best Linear Predictor , Multivariate Stable Processer , Spectral Meamre , Symmetric a Stable ARMA Processer.
on dispersion of stable random Vectors and its application in the prediction of multivariate stable processes authors
A Reza soltani
Shiraz University
R Moeaaddin
Shiraz University