An Empirical Study for the Estimation of Autoregressive Hilbertian Processes by Wavelet Packet Method
In this paper wavelet packet bases are used for an estimation of the autoregressive Hilbertian processes operator. We assume that integral operator kernel can have some singular structures and estimate them by projecting functional processes on suitable bases. Linear methods for continuous-time pred...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2007-01-01
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| Series: | Nonlinear Analysis |
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| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/14722 |