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Autoregressive Hilbertian Processes of Order p

  • Denis Bosq
Chapter
  • 771 Downloads
Part of the Lecture Notes in Statistics book series (LNS, volume 149)

Abstract

The Markovian character of the ARH(1) model induces some limits to its efficiency for applications to statistics in continuous time. In this chapter we introduce the more flexible autoregressive model of order p.

Keywords

Weak Convergence Covariance Operator Separable Hilbert Space Weak Convergence Theorem Covariance Inequality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Denis Bosq
    • 1
  1. 1.Institut de StatistiqueUniversité Pierre et Marie CurieParis Cedex 05France

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