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

In: Probability Measures on Groups X

Author

Listed:
  • Martin Leitner

    (Siemens AG Corporate Research and Development Applied Computer Science and Software, Design Automation)

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.

Suggested Citation

  • Martin Leitner, 1991. "Regularity and Singularity of Weakly Stationary Processes Indexed by a Commutative Hypergroup," Springer Books, in: Herbert Heyer (ed.), Probability Measures on Groups X, pages 269-278, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4899-2364-6_19
    DOI: 10.1007/978-1-4899-2364-6_19
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