Prediction of autoregressive processes via the reproducing kernel spaces

DOI10.1016/S1631-073X(02)02180-5zbMATH Open1003.62080MaRDI QIDQ1598513FDOQ1598513

Authors: Fatiha Mokhtari, Tahar Mourid 

Publication date: 2 February 2003

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

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zbMATH Keywords

predictionreproducing kernel spacesautoregressive representation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

• Linear processes in function spaces. Theory and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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