Testing changes in Hilbert space autoregressive models

DOI10.1023/A:1021722105544zbMath1033.62083MaRDI QIDQ1873267

Alfredas Račkauskas, Algirdas Laukaitis

Publication date: 19 May 2003

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Hilbert spaceinvariance principleHölder spaceresidual partial sums process

Mathematics Subject Classification ID

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

Related Items (1)

Estimation of the autoregressive operator by wavelet packets

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