Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
DOI10.1016/S0047-259X(03)00028-9zbMath1030.62075MaRDI QIDQ1414608
Anestis Antoniadis, Theofanis Sapatinas
Publication date: 4 December 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Banach spaces; Sobolev spaces; Tikhonov-Phillips regularization; Hilbert spaces; Besov spaces; Singular value decomposition; Wavelets; Smoothing splines; Autoregressive Hilbert processes; Continuous-time prediction; El Niño-Southern Oscillations; Ill-posed inverse problems; SARIMA models
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62P12: Applications of statistics to environmental and related topics
65F22: Ill-posedness and regularization problems in numerical linear algebra
46N30: Applications of functional analysis in probability theory and statistics
60B11: Probability theory on linear topological spaces
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