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Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process

✍ Scribed by Besnik Pumo

Book ID
110283735
Publisher
Springer Netherlands
Year
1998
Tongue
English
Weight
91 KB
Volume
1
Category
Article
ISSN
1387-0874

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✍ Anestis Antoniadis; Theofanis Sapatinas 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 305 KB

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on the notion of autoregressive Hilbert processes that represent a generalization of the classical autoregressive processes to random vari