Estimation and Prediction of Functional Autoregressive Processes

DOI10.1080/02331880212048MaRDI QIDQ4792097zbMATH OpenOpenAlexFDO

Authors Tahar Mourid

Publication date 10 February 2003

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880212048

zbMATH Keywords

predictionestimationmixingcovariance operatorBanach autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Probability theory on linear topological spaces (60B11)

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Cited in

(26)

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• Tensorial products of functional ARMA processes
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• Robust depth-based estimation of the functional autoregressive model
• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• Prediction of continuous time autoregressive processes via the reproducing kernel spaces
• An innovations algorithm for the prediction of functional linear processes
• Multi-spectral decomposition of functional autoregressive models
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• Weak convergence in the functional autoregressive model
• Curve forecasting by functional autoregression
• Convolutional autoregressive models for functional time series
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• Empirical properties of forecasts with the functional autoregressive model
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• Resolvent estimators for functional autoregressive processes with random coefficients
• Determining the order of the functional autoregressive model
• Seasonal functional autoregressive models
• scientific article; zbMATH DE number 2166454 (Why is no real title available?)
• Exponential bounds for intensity of jumps
• On a minimum distance estimate of the period in functional autoregressive processes
• Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes

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