Pages that link to "Item:Q2573251"
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The following pages link to Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations (Q2573251):
Displayed 14 items.
- Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes (Q1044755) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Strongly consistent autoregressive predictors in abstract Banach spaces (Q1733280) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050) (← links)