Tensorial products of functional ARMA processes

DOI10.1016/j.jmva.2010.01.014zbMath1186.62106OpenAlexW2031652831MaRDI QIDQ5900867

Denis Bosq

Publication date: 5 May 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.014

zbMATH Keywords

Hilbert-Schmidt operatorsautocovariance operatorsautoregressive Hilbert processesHilbert moving averagesstandard processestensorial products

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (1)

Spatial autoregressive and moving average Hilbertian processes

Cites Work

• General linear processes in Hilbert spaces and prediction
• Time series: theory and methods.
• Asymptotics for linear processes
• Linear functional processes and prediction.
• Linear processes in function spaces. Theory and applications
• Prediction problems for square-transformed stationary processes
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Tensorial products of functional ARMA processes