| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155138 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
This paper aims to provide a nonparametric analysis of the integrated processes of an integer order, via a theoretical solution of a generalized eigenvalue problem. To this end, we introduce a mean operator for the process, by using weights belonging to a Sobolev Space.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Roy Cerqueti, Mauro Costantini,