Convergence du lissage spline de la prévision des processus autorégressifs fonctionnels

DOI10.1016/S0764-4442(98)80044-XzbMath0942.62112OpenAlexW4310695919MaRDI QIDQ4219674

Hervé Cardot

Publication date: 18 May 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(98)80044-x

zbMATH Keywords

predictionsmoothing splinesautocorrelation operatorautoregressive Hilbertian processesARH(1) process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of functional analysis in probability theory and statistics (46N30)

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