General linear processes in Hilbert spaces and prediction

DOI10.1016/J.JSPI.2006.06.014MaRDI QIDQ866634zbMATH OpenOpenAlexFDO

Authors Denis Bosq

Publication date 14 February 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.014

zbMATH Keywords

Markov processesdominanceunbounded linear operatorsautoregressive processes in Hilbert spacesmoving average processes in Hilbert spaces

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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Cites work

• scientific article; zbMATH DE number 3850153 (Why is no real title available?)
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• scientific article; zbMATH DE number 761717 (Why is no real title available?)
• scientific article; zbMATH DE number 844502 (Why is no real title available?)
• Joint Measures and Cross-Covariance Operators
• Linear processes in function spaces. Theory and applications
• Time series: theory and methods.

Cited in

(14)

• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• Asymptotic normality of spectral means of Hilbert space valued random processes
• The Wold decomposition of Hilbertian periodically correlated processes
• scientific article; zbMATH DE number 844502 (Why is no real title available?)
• A review study of functional autoregressive models with application to energy forecasting
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• Tensorial products of functional ARMA processes
• Tensorial products of functional ARMA processes
• Cointegrated Linear Processes in Hilbert Space
• On the linear prediction of multivariate \((2,p)\)-bounded processes
• Group Actions on Linear Predictors for Nonstationary Processes
• On the best linear prediction of linear processes
• An innovations algorithm for the prediction of functional linear processes
• Asymptotic properties of a component-wise ARH(1) plug-in predictor

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