scientific article; zbMATH DE number 906992

MaRDI QIDQ4886671zbMATH OpenFDO

Authors Tahar Mourid

Publication date 29 October 1996

zbMATH Keywords

Banach autoregressive representationmaximum likelihood estimationOrnstein-Uhlenbeck processWold decomposition

Mathematics Subject Classification ID

Banach spaces of continuous, differentiable or analytic functions (46E15) General second-order stochastic processes (60G12)

Recommendations

• Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes
• Estimation of mean and covariance operator of autoregressive processes in Banach spaces
• On the equivalence of the measures induced by banach valued gaussian autoregressive processes

Cited in

(4)

• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes
• Sieves estimator of the operator of a functional autoregressive process
• On the equivalence of the measures induced by banach valued gaussian autoregressive processes

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