Asymptotic properties of a component-wise ARH(1) plug-in predictor

Author:

Álvarez-Liébana J.ORCID,Bosq D.,Ruiz-Medina M.D.

Funder

MINECO, Spain

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference58 articles.

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3. Wavelet regression estimation in nonparametric mixed effect models;Angelini;J. Multivariate Anal.,2003

4. Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes;Antoniadis;J. Multivariate Anal.,2003

5. On the theoretical specification and sampling properties of autocorrelated time series;Bartlett;J. Roy. Stat. Soc.,1946

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