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Asymptotic properties of a component-wise ARH(1) plug-in predictor - MaRDI portal

Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989)

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Asymptotic properties of a component-wise ARH(1) plug-in predictor
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    Asymptotic properties of a component-wise ARH(1) plug-in predictor (English)
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    23 February 2017
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    ARH(1) processes
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    consistency
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    functional prediction
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    mean absolute and quadratic convergence
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