Moving averages in Hilbert spaces

DOI10.1016/J.CRMA.2008.01.008zbMATH Open1132.62075OpenAlexW1974166445MaRDI QIDQ2476545FDOQ2476545

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

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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)

Cites Work

• A family of minimax rates for density estimators in continuous time
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• Title not available (Why is that?)
• Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
• Title not available (Why is that?)
• Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
• Central limit theorem for linear processes with values in Hilbert space
• A Proposal for Estimation of the Parameters of Multivariate Moving-average Models

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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