Asymptotic properties of a component-wise ARH(1) plug-in predictor
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Publication:511989
DOI10.1016/j.jmva.2016.11.009zbMath1397.62292arXiv1706.06498OpenAlexW2559424421MaRDI QIDQ511989
María D. Ruiz-Medina, Denis Bosq, Javier Álvarez-Liébana
Publication date: 23 February 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.06498
Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (6)
Log-Gaussian Cox processes in infinite-dimensional spaces ⋮ A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model ⋮ A note on strong-consistency of componentwise ARH(1) predictors ⋮ Strongly consistent autoregressive predictors in abstract Banach spaces ⋮ Recursive nonparametric regression estimation for dependent strong mixing functional data ⋮ Best linear predictor of a \(C_{[0, 1}\)-valued functional autoregressive process]
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Cites Work
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