Estimation and prediction of a Banach valued autoregressive process.

DOI10.1016/S1631-073X(02)02544-XzbMath1102.62339MaRDI QIDQ1565881

Ahmed Labbas, Tahar Mourid

Publication date: 27 May 2003

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

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (2)

COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES ⋮ Strongly consistent autoregressive predictors in abstract Banach spaces

Cites Work

• A strong convergence theorem for Banach space valued random variables
• Gaussian measures on a Banach space
• A family of minimax rates for density estimators in continuous time
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