On the geometry of Lp() with applications to infinite variance processes Academic Article uri icon


  • Some geometric properties of Lp spaces are studied which shed light on the prediction of infinite variance processes. In particular, a Pythagorean theorem for Lp is derived. Improved growth rates for the moving average parameters are obtained.

published proceedings

  • Journal of the Australian Mathematical Society

author list (cited authors)

  • Cheng, R., Miamee, A. G., & Pourahmadi, M.

complete list of authors

  • Cheng, R||Miamee, AG||Pourahmadi, M

publication date

  • February 2003