scientific article; zbMATH DE number 2166454

MaRDI QIDQ4673748zbMATH OpenFDO

Authors Ahmed Labbas, Tahar Mourid

Publication date 9 May 2005

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Applications of functional analysis in probability theory and statistics (46N30)

Recommendations

• scientific article; zbMATH DE number 1396194
• scientific article; zbMATH DE number 777923
• Estimation of mean and covariance operator of autoregressive processes in Banach spaces
• Estimation and Prediction of Functional Autoregressive Processes
• Linear processes in function spaces. Theory and applications

Cited in

(7)

• Strongly consistent autoregressive predictors in abstract Banach spaces
• Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations
• scientific article; zbMATH DE number 777923 (Why is no real title available?)
• Estimation and Prediction of Functional Autoregressive Processes
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• Estimation of the mean of spatial autoregressive processes in Banach space
• scientific article; zbMATH DE number 1396194 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673748)