Tensorial products of functional ARMA processes
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Publication:5900867
DOI10.1016/j.jmva.2010.01.014zbMath1186.62106MaRDI QIDQ5900867
Publication date: 5 May 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.014
Hilbert-Schmidt operators; autocovariance operators; autoregressive Hilbert processes; Hilbert moving averages; standard processes; tensorial products
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
46N30: Applications of functional analysis in probability theory and statistics
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Cites Work
- General linear processes in Hilbert spaces and prediction
- Time series: theory and methods.
- Asymptotics for linear processes
- Linear functional processes and prediction.
- Linear processes in function spaces. Theory and applications
- Prediction problems for square-transformed stationary processes
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
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