Consistency of the spline approximation of the prediction of functional space valued autoregressive processes

被引：5

作者：

Cardot, H ^{[1
]}

机构：

[1] Univ Toulouse 3, Lab Stat & Probabil, CNRS, UMR C5583, F-31062 Toulouse, France

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1998年 / 326卷 / 06期

关键词：

D O I：

10.1016/S0764-4442(98)80044-X

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This Note is devoted to the asymptotic convergence in probability of the prediction of art ARH(1) process. The autocorrelation operator is deduced from the non-parametric estimation, by means of smoothing splines of each sample paths. Then, these results of convergence are extended to ARH(q) processes. (C) Academie des Sciences/Elsevier, Paris.

引用

页码：755 / 758

页数：4

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