Plug-in prediction intervals for a special class of standard ARH(1) processes

DOI10.1016/J.JMVA.2015.09.001zbMath1346.60052OpenAlexW2250325719MaRDI QIDQ268742

R. Fernández-Pascual, María D. Ruiz-Medina, Elvira Romano

Publication date: 15 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.09.001

zbMATH Keywords

asymptotic resultsprediction intervalsautocorrelation operatorautoregressive Hilbertian processescomponentwise estimator

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) General theory of stochastic processes (60G07) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

An introduction to recent advances in high/infinite dimensional statistics ⋮ Log-Gaussian Cox processes in infinite-dimensional spaces ⋮ On the CLT for discrete Fourier transforms of functional time series

Uses Software

• fda (R)

Cites Work

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• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
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