Sieves estimator of functional autoregressive process
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Cites work
- scientific article; zbMATH DE number 4102352 (Why is no real title available?)
- A family of minimax rates for density estimators in continuous time
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Autoregressive forecasting of some functional climatic variations
- Convergence rate of sieve estimates
- Gaussian Measure of Large Balls in a Hilbert Space
- Nonparametric maximum likelihood estimation by the method of sieves
- On the equivalence of the measures induced by banach valued gaussian autoregressive processes
- Sieves estimator of the operator of a functional autoregressive process
- The ARHD model
- Time series: theory and methods
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
Cited in
(7)- Sieve estimator of the operator in ARH(1) process
- Best linear predictor of a \(C_{[0, 1]}\)-valued functional autoregressive process
- Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
- Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process)
- Sieves estimator of the operator of a functional autoregressive process
- Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes
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