Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
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Autoregressive Hilbert processesBanach spacesBesov spacesContinuous-time predictionEl Niño-Southern OscillationsHilbert spacesIll-posed inverse problemsSARIMA modelsSingular value decompositionSmoothing splinesSobolev spacesTikhonov-Phillips regularizationWavelets
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Ill-posedness and regularization problems in numerical linear algebra (65F22)
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