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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Cited in

(18)

• An empirical study for the estimation of autoregressive Hilbertian processes by wavelet packet method
• Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
• Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
• Plug-in prediction intervals for a special class of standard ARH(1) processes
• Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
• Moving averages in Hilbert spaces
• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• Nonparametric prediction of a Hilbert space valued random variable
• A note on estimation in Hilbertian linear models
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• Prediction of continuous time autoregressive processes via the reproducing kernel spaces
• scientific article; zbMATH DE number 17221 (Why is no real title available?)
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• General linear processes in Hilbert spaces and prediction
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
• Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
• Asymptotic properties of a component-wise ARH(1) plug-in predictor

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