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.
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页码：1141 / 1146
页数：6
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