scientific article; zbMATH DE number 777923

MaRDI QIDQ4840414zbMATH OpenFDO

Authors Tahar Mourid

Publication date 21 August 1995

zbMATH Keywords

\(H\)-valued autoregressive processesbounded linear operatorscontinuous-time real-valued processesHilbert-Schmidt normMarkovian representationpredictionreal separable Hilbert space

Mathematics Subject Classification ID

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

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