On the equivalence of the measures induced by banach valued gaussian autoregressive processes

DOI10.1080/07362999908809594zbMath0929.60012OpenAlexW2039772854WikidataQ126240856 ScholiaQ126240856MaRDI QIDQ4237950

Tahar Mourid, Denis Bosq

Publication date: 1 June 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809594

zbMATH Keywords

Banach-valued autoregressive processesYule-Walker equationsprobability on Banach spaces

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Sieves estimator of functional autoregressive process ⋮ Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process) ⋮ Sieves estimator of the operator of a functional autoregressive process

Cites Work

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• Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes
• Gaussian measures on a Banach space
• Spectral operators
• Radon-Nikodym Derivatives of Gaussian Measures

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