Estimation and simulation of autoregressive Hilbertian processes with exogenous variables

Statistical Inference for Stochastic Processes

Volumn 8, Issue 2, 2005, Pages 185-204

  Damon, Julien ^a   Guillas, Serge ^b,c  

^a SORBONNE UNIVERSITÉ   (France)

^b ECOLE DES MINES DE DOUAI   (France)

^c UNIVERSITY OF CHICAGO   (United States)

Author keywords

ARHX; Autoregressive processes; Exogenous variables; Forecasting; Functional data; Simulation

Indexed keywords

EID: 13844276882     PISSN: 13870874     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11203-004-1031-6     Document Type: Article

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