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Estimation of Autocorrelation Operator and Prediction

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

Abstract

We have seen that regular enough ARH(p) and LPH have Markov representations that let us interpret them as ARH’ (1) processes, where H’ is a suitable Hilbert space (see Chapters 5 and 7). Similar representations hold for empirical autocovariance operators associated with such processes (Chapter 4).

Keywords

Covariance Operator Strong Consistency Statistical Predictor Exponential Moment Suitable Hilbert Space 
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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