Prediction of autoregressive processes via the reproducing kernel spaces

DOI10.1016/S1631-073X(02)02180-5MaRDI QIDQ1598513zbMATH OpenFDO

Authors Fatiha Mokhtari, Tahar Mourid

Publication date 2 February 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

zbMATH Keywords

predictionreproducing kernel spacesautoregressive representation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3174873 (Why is no real title available?)
• scientific article; zbMATH DE number 3101059 (Why is no real title available?)
• Linear processes in function spaces. Theory and applications
• Mixing properties of Banach valued autoregressive processes

Cited in

(5)

• Aspects of prediction
• Prediction of continuous time autoregressive processes via the reproducing kernel spaces
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• Kernel Analog Forecasting: Multiscale Test Problems
• Predictive discrimination for autoregressive processes

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