Prediction of autoregressive processes via the reproducing kernel spaces
type: Item
instance of: scholarly article
title: Prediction of autoregressive processes via the reproducing kernel spaces
zbMATH Open document ID: 1003.62080
DOI: 10.1016/S1631-073X(02)02180-5
author: Fatiha Mokhtari
author: Tahar Mourid
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2003-02-02T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1744402
zbMATH Keywords: prediction
zbMATH Keywords: autoregressive representation
zbMATH Keywords: reproducing kernel spaces
MaRDI profile type: Publication
cites work: Q5840723
cites work: Linear processes in function spaces. Theory and applications
cites work: Mixing properties of Banach valued autoregressive processes
cites work: Q3293778
Recommended article: Prediction of continuous time autoregressive processes via the reproducing kernel spaces
Recommended article: Predictive discrimination for autoregressive processes
Recommended article: Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
Recommended article: Kernel-based prediction of non-Markovian time series
Recommended article: Prediction and non-Gaussian autoregressive stationary sequences
Recommended article: Prediction theory for autoregressivemoving average processes
Recommended article: Q4935611
Recommended article: Q3677010
description: scientific article; zbMATH DE number 1744402