Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process

DOI10.1023/A:1009951104780zbMath0944.62087OpenAlexW1533664572MaRDI QIDQ1969416

Besnik Pumo

Publication date: 7 June 2000

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

Full work available at URL: https://doi.org/10.1023/a:1009951104780

zbMATH Keywords

predictionautoregressive processcontinuous time processHilbert-valued processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11)

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