Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608)

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Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
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    Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (English)
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    4 December 2003
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    Autoregressive Hilbert processes
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    Banach spaces
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    Besov spaces
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    Continuous-time prediction
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    El Niño-Southern Oscillations
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    Hilbert spaces
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    Ill-posed inverse problems
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    SARIMA models
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    Singular value decomposition
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    Sobolev spaces
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    Smoothing splines
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    Tikhonov-Phillips regularization
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    Wavelets
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