Sebastian Kühnert

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Questions related from Sebastian Kühnert

Recommendation books/paper - Forecasting in practice?

Dear Research Gate community, I would like to forecast financial time series as well as energy time series (ideally natural gas). Can you suggests books and/or papers regarding forecasting in...

21 May 2021 137 6 View

Is a Hilbert space valued process weak stationary and ergodic if it is nonanticipative w.r.t. a weak stationary, ergodic process ?

Let (εk)_{k∈Z} be a weak stationary, ergodic process with values in a Hilbert space H and let (Xk)_{k∈Z} be another process with values in H. Does nonanticipativity of (Xk)_{k∈Z} w.r.t....

23 March 2020 7,426 3 View