Pages that link to "Item:Q1612934"

The following pages link to Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes (Q1612934):

Displaying 13 items.

• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
• Boosting for real and functional samples: an application to an environmental problem (Q839450) (← links)
• Kalman filtering from POP-based diagonalization of ARH(1) (Q1020165) (← links)
• A note on strong-consistency of componentwise ARH(1) predictors (Q1726790) (← links)
• Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data (Q1951128) (← links)
• Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
• On the rate of convergence for the autocorrelation operator in functional autoregression (Q2170238) (← links)
• Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors (Q2273187) (← links)
• Estimation and simulation of autoregressive Hilbertian processes with exogenous variables (Q2573221) (← links)
• Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
• Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371) (← links)