Moving averages in Hilbert spaces

DOI10.1016/J.CRMA.2008.01.008MaRDI QIDQ2476545zbMATH OpenOpenAlexFDO

Authors Céline Turbillon, Jean-Marie Marion, Besnik Pumo, Denis Bosq

Publication date 20 March 2008

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

Full work available at URL https://doi.org/10.1016/j.crma.2008.01.008

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)

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Cites work

• scientific article; zbMATH DE number 17221 (Why is no real title available?)
• scientific article; zbMATH DE number 3109774 (Why is no real title available?)
• A Proposal for Estimation of the Parameters of Multivariate Moving-average Models
• A family of minimax rates for density estimators in continuous time
• Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
• Central limit theorem for linear processes with values in Hilbert space
• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes

Cited in

(2)

• Estimation of functional ARMA models
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces

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