Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process)

DOI10.1016/S1631-073X(03)00061-XzbMath1020.62081OpenAlexW3166980934MaRDI QIDQ1408197

Fatiha Rachedi, Tahar Mourid

Publication date: 15 September 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00061-x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Strongly consistent autoregressive predictors in abstract Banach spaces ⋮ Rate of convergence for sieve estimator of the operator in ARB(1) process.

Cites Work

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• Nonparametric maximum likelihood estimation by the method of sieves
• Gaussian measures in Banach spaces
• Linear processes in function spaces. Theory and applications
• Estimateur «sieve » de l'opérateur d'un processus ARH(1)
• All separable Banach space admit for every ε>0 fundamental total and bounded by 1 + ε biorthogonal sequences
• On the equivalence of the measures induced by banach valued gaussian autoregressive processes
• Joint estimation of the mean and the covariance of a banach valued gaussian vector

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