Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes-Reference-Cited by-同舟云学术

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Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes

Published:2014-02 Issue: Volume:124 Page:436-450
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Bosq D.

Publisher

Elsevier BV

Subject

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

Reference14 articles.

1. Prediction and Inference in Large Dimensions, Wiley Series in Probability and Statistics;Bosq,2007

2. Une note sur les sous-espaces clos Gaussiens;Bosq;Ann. ISUP,2013

3. Time-Series Forecasting;Chatfield,2000

4. Linear Operators. I. General Theory. Pure and Applied Mathematics, Vol. 7;Dunford,1958

5. The generalized dynamic factor model: one-sided estimation and forecasting;Forni;J. Amer. Statist. Assoc.,2005

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