Article ID Journal Published Year Pages File Type
1145217 Journal of Multivariate Analysis 2016 13 Pages PDF
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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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