Moving averages in Hilbert spaces
From MaRDI portal
Publication:2476545
DOI10.1016/j.crma.2008.01.008zbMath1132.62075OpenAlexW1974166445MaRDI QIDQ2476545
Céline Turbillon, Jean-Marie Marion, Besnik Pumo, Denis Bosq
Publication date: 20 March 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2008.01.008
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Applications of functional analysis in probability theory and statistics (46N30)
Related Items (2)
Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Estimation of functional ARMA models
Cites Work
- Unnamed Item
- Unnamed Item
- Central limit theorem for linear processes with values in Hilbert space
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Prediction of continuous time processes by \(C_{[0,1}\)-valued autoregressive process]
- A Proposal for Estimation of the Parameters of Multivariate Moving-average Models
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
- A family of minimax rates for density estimators in continuous time
This page was built for publication: Moving averages in Hilbert spaces