Pages that link to "Item:Q1612934"
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The following pages link to Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes (Q1612934):
Displayed 14 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)
- The Maximum of the Periodogram of a Sequence of Functional Data (Q6185568) (← links)