Estimation and Prediction of Functional Autoregressive Processes

DOI10.1080/02331880212048zbMath1022.62094OpenAlexW2017591391MaRDI QIDQ4792097

Tahar Mourid

Publication date: 10 February 2003

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880212048

zbMATH Keywords

predictionestimationmixingcovariance operatorBanach autoregressive processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability theory on linear topological spaces (60B11)

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