scientific article; zbMATH DE number 4155720

MaRDI QIDQ3484232zbMATH OpenFDO

Authors Denis Bosq

Publication date 1990

zbMATH Keywords

predictioneigenvalueseigenvectorsHilbert spacewhite noiseautoregressive processstationary incrementscovariance operatorRates of convergencecontinuous time processcrossed covariance operatorlocally square integrable, stationarysymmetric, compact contraction

Mathematics Subject Classification ID

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

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• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• General linear processes in Hilbert spaces and prediction
• An empirical study for the estimation of autoregressive Hilbertian processes by wavelet packet method
• Nonparametric prediction of a Hilbert space valued random variable
• Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
• Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
• Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
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• A note on estimation in Hilbertian linear models
• Asymptotic properties of a component-wise ARH(1) plug-in predictor
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