Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
type: Item
instance of: scholarly article
title: Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
zbMATH Open document ID: 1278.62153
author: Denis Bosq
published in: Journal of Multivariate Analysis
publication date: 2014-01-13T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 46N30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 6244668
zbMATH Keywords: functional filters
zbMATH Keywords: Hilbert spaces
zbMATH Keywords: linear processes
zbMATH Keywords: measurable linear transformations
zbMATH Keywords: prediction
zbMATH Keywords: large dimensions
MaRDI profile type: Publication
full work available at URL: j.jmva.2013.11.013
OpenAlex ID: W2086077409
cites work: Inference and Prediction in Large Dimensions
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DOI: 10.1016/J.JMVA.2013.11.013
description: scientific article; zbMATH DE number 6244668