Prediction of continuous time autoregressive processes via the reproducing kernel spaces

DOI10.1023/A:1025852517084zbMath1031.62081OpenAlexW1523671765MaRDI QIDQ1421726

Fatiha Mokhtari, Tahar Mourid

Publication date: 3 February 2004

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025852517084

zbMATH Keywords

reproducing kernel spacefunctional autoregressive processParzen's predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05)

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