Prediction of autoregressive processes via the reproducing kernel spaces

DOI10.1016/S1631-073X(02)02180-5zbMath1003.62080MaRDI QIDQ1598513

Fatiha Mokhtari, Tahar Mourid

Publication date: 2 February 2003

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

zbMATH Keywords

predictionreproducing kernel spacesautoregressive representation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (1)

Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces

Cites Work

• Linear processes in function spaces. Theory and applications
• Propriétés de mélanges des processus autorégressifs banachiques
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