Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
DOI10.1016/j.spl.2016.04.023zbMath1346.60029arXiv1706.06354OpenAlexW2346676000MaRDI QIDQ310616
María D. Ruiz-Medina, Javier Álvarez-Liébana, Denis Bosq
Publication date: 8 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.06354
consistencyOrnstein-Uhlenbeck processautoregressive Hilbertian processesBanach-valued autoregressive processesmaximum likelihood parameter estimatorplug-in functional predictor
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