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

DOI10.1016/S0047-259X(03)00028-9zbMath1030.62075MaRDI QIDQ1414608

Anestis Antoniadis, Theofanis Sapatinas

Publication date: 4 December 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Banach spaces; Sobolev spaces; Tikhonov-Phillips regularization; Hilbert spaces; Besov spaces; Singular value decomposition; Wavelets; Smoothing splines; Autoregressive Hilbert processes; Continuous-time prediction; El Niño-Southern Oscillations; Ill-posed inverse problems; SARIMA models

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62P12: Applications of statistics to environmental and related topics

65F22: Ill-posedness and regularization problems in numerical linear algebra

46N30: Applications of functional analysis in probability theory and statistics

60B11: Probability theory on linear topological spaces

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Uses Software

• fda (R)
• WaveLab
• reccv

Cites Work

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