scientific article; zbMATH DE number 4155720

zbMATH Open0704.62087MaRDI QIDQ3484232FDOQ3484232

Authors: Denis Bosq 

Publication date: 1990

Title of this publication is not available (Why is that?)

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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)

Cited In (18)

• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• Title not available (Why is that?)
• Plug-in prediction intervals for a special class of standard ARH(1) processes
• Prediction of continuous time autoregressive processes via the reproducing kernel spaces
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
• Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
• Title not available (Why is that?)
• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• An empirical study for the estimation of autoregressive Hilbertian processes by wavelet packet method
• General linear processes in Hilbert spaces and prediction
• 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
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
• A note on estimation in Hilbertian linear models
• Asymptotic properties of a component-wise ARH(1) plug-in predictor
• Moving averages in Hilbert spaces

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