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Prediction of continuous time autoregressive processes via the reproducing kernel spaces - MaRDI portal

Prediction of continuous time autoregressive processes via the reproducing kernel spaces (Q1421726)

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scientific article; zbMATH DE number 2037016
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English
Prediction of continuous time autoregressive processes via the reproducing kernel spaces
scientific article; zbMATH DE number 2037016

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    Prediction of continuous time autoregressive processes via the reproducing kernel spaces (English)
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    3 February 2004
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    functional autoregressive process
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    Parzen's predictor
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    reproducing kernel space
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