Nonparametric prediction of a Hilbert space valued random variable

DOI10.1016/0304-4149(85)90029-8zbMath0601.62119OpenAlexW2143170939MaRDI QIDQ1081264

Michel Delecroix, Denis Bosq

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90029-8

zbMATH Keywords

predictionseparable Hilbert spaceAsymptotic propertiesnonparametric predictorpredictogramstrictly stationary Markov process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (7)

A Functional Wavelet–Kernel Approach for Time Series Prediction ⋮ Non parametric estimations of the conditional density and mode when the regressor and the response are curves ⋮ Kernel regression with functional response ⋮ Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis ⋮ Nonparametric regression for functional response and functional regressor under dependance ⋮ Kernel regression estimation in a Banach space ⋮ Empirical distribution function for mixing random variables. application in nonparametric hazard estimation

Cites Work

• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4743507 Sur la pr�diction non param�trique de variables al�atoires et de mesures al�atoires]
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