General linear processes in Hilbert spaces and prediction

DOI10.1016/J.JSPI.2006.06.014zbMath1108.60003OpenAlexW2037091339MaRDI QIDQ866634

Denis Bosq

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.014

zbMATH Keywords

Markov processesdominanceunbounded linear operatorsautoregressive processes in Hilbert spacesmoving average processes in Hilbert spaces

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)

Related Items (6)

Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Asymptotic properties of a component-wise ARH(1) plug-in predictor ⋮ An innovations algorithm for the prediction of functional linear processes ⋮ Tensorial products of functional ARMA processes ⋮ Tensorial products of functional ARMA processes ⋮ The Wold decomposition of Hilbertian periodically correlated processes

Cites Work

• Time series: theory and methods.
• Linear processes in function spaces. Theory and applications
• Joint Measures and Cross-Covariance Operators
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