Estimateur «sieve » de l'opérateur d'un processus ARH(1)

DOI10.1016/S0764-4442(01)01954-1zbMath0977.62095MaRDI QIDQ2741009

Tahar Mourid, Nawel Bensmain

Publication date: 24 January 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

kernel operatorHilbert-Schmidt operatormethod of sievesHilbertian autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (4)

Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process) ⋮ Asymptotic properties of a component-wise ARH(1) plug-in predictor ⋮ Sieves estimator of the operator of a functional autoregressive process

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