General linear processes in Hilbert spaces and prediction

DOI10.1016/J.JSPI.2006.06.014zbMATH Open1108.60003OpenAlexW2037091339MaRDI QIDQ866634FDOQ866634

Authors: Denis Bosq 

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.014

Recommendations

• Linear processes in function spaces. Theory and applications
• Publication:4937392
• Publication:3484232
• scientific article; zbMATH DE number 777923
• scientific article; zbMATH DE number 3894178

zbMATH Keywords

Markov processesdominanceunbounded linear operatorsautoregressive processes in Hilbert spacesmoving average processes in Hilbert spaces

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Probability theory on linear topological spaces (60B11)

Cites Work

• Time series: theory and methods.
• Linear processes in function spaces. Theory and applications
• Title not available (Why is that?)
• Joint Measures and Cross-Covariance Operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (14)

• Asymptotic normality of spectral means of Hilbert space valued random processes
• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• The Wold decomposition of Hilbertian periodically correlated processes
• Title not available (Why is that?)
• A review study of functional autoregressive models with application to energy forecasting
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• Tensorial products of functional ARMA processes
• Tensorial products of functional ARMA processes
• Cointegrated Linear Processes in Hilbert Space
• On the linear prediction of multivariate \((2,p)\)-bounded processes
• On the best linear prediction of linear processes
• Group Actions on Linear Predictors for Nonstationary Processes
• An innovations algorithm for the prediction of functional linear processes
• Asymptotic properties of a component-wise ARH(1) plug-in predictor

This page was built for publication: General linear processes in Hilbert spaces and prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q866634)