Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145217 | Journal of Multivariate Analysis | 2016 | 13 Pages |
Abstract
This paper studies the asymptotic properties of a plug-in predictor, based on the formulation of a componentwise estimator of the autocorrelation operator, for a special class of standard autoregressive Hilbertian processes of order one (ARH(1) processes). In the Gaussian case, double asymptotic functional plug-in prediction intervals are derived. Some numerical examples are considered for illustration.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
M.D. Ruiz-Medina, E. Romano, R. Fernández-Pascual,