Moving averages in Hilbert spaces

DOI10.1016/j.crma.2008.01.008zbMath1132.62075MaRDI QIDQ2476545

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

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

46N30: Applications of functional analysis in probability theory and statistics

Related Items

Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces

Cites Work

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