Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616): Difference between revisions
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autoregressive Hilbertian processes | |||
| Property / zbMATH Keywords: autoregressive Hilbertian processes / rank | |||
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Banach-valued autoregressive processes | |||
| Property / zbMATH Keywords: Banach-valued autoregressive processes / rank | |||
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Ornstein-Uhlenbeck process | |||
| Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank | |||
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maximum likelihood parameter estimator | |||
| Property / zbMATH Keywords: maximum likelihood parameter estimator / rank | |||
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plug-in functional predictor | |||
| Property / zbMATH Keywords: plug-in functional predictor / rank | |||
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consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
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| Property / OpenAlex ID: W2346676000 / rank | |||
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| Property / arXiv ID: 1706.06354 / rank | |||
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Latest revision as of 13:27, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces |
scientific article |
Statements
Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (English)
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8 September 2016
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autoregressive Hilbertian processes
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Banach-valued autoregressive processes
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Ornstein-Uhlenbeck process
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maximum likelihood parameter estimator
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plug-in functional predictor
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consistency
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