Estimation and prediction of a Banach valued autoregressive process;Estimation et prévision d'un processus autorégressif Banach

Comptes Rendus Mathematique

Volumn 335, Issue 9, 2002, Pages 767-772

  Labbas, Ahmed ^a   Mourid, Tahar ^a  

^a UNIVERSITY OF TLEMCEN   (Algeria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038391366     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1631-073X(02)02544-X     Document Type: Article

References (9)

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2. D. Bosq, Modélisation, nonparametric estimation and prevision for continuous time processes, in: G. Roussas (Ed.), Nonparametric Functional Estimation and Related Topics, Kluwer Academic, 1991, pp. 509-529.
3. N. Dunford, J.T. Schwartz, Linear Operators I, Wiley, 1958.
4. J. Kuelbs, Gaussian measures on a Banach spaces, J. Funct. Anal. 5 (1970) 354-367.
5. J. Kuelbs, A strong convergence theorem for Banach valued random variables, Ann. Probab. 4 (1976) 744-771.
6. M. Ledoux, M. Talagrand, Probability in Banach Spaces, Isoperimetry and Processes, Springer-Verlag, 1991.
7. T. Mourid, Estimation and prediction for infinite dimensional autoregressive processes, Pub. Inst. Statist. Univ. Paris 43 (1) (1999) 59-78.
8. T. Mourid, Contribution à la statistique des processus autorégression à temps continu, Thèse de Doctorat Es Sciences, Paris 6, 1995.
9. B. Pumo, Prévision d'un processus autorégressif à temps continu, Thèse d'Université Paris 6, 1993.