ESTIMATION AND PREDICTION OF HILBERTIAN AUTOREGRESSIVE PROCESS

被引：0

作者：

MOURID, T

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1995年 / 320卷 / 09期

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D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We consider the estimation and prediction for H-valued autoregressive processes [ARH(p)], where H is a real separable Hilbert space. One of the interests of this model is the prediction of continuous time real-valued processes on a whole time-interval.

引用

页码：1141 / 1146

页数：6

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