Classical and Bayesian Componentwise Predictors for Non-Compact Correlated ARH(1) Processes

Classical and Bayesian Componentwise Predictors for Non-Compact Correlated ARH(1) Processes

A special class of standard Gaussian Autoregressive Hilbertian processes of order one (Gaussian ARH(1) processes), with bounded linear autocorrelation operator, which does not satisfy the usual Hilbert–Schmidt assumption, is considered. To compensate the slow decay of the diagonal coefficients of t...

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Bibliographic Details
Main Authors: M. Dolores Ruiz-Medina, Javier Álvarez-Liébana
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2019-07-01
Series:Revstat Statistical Journal
Subjects:
asymptotic efficiency
autoregressive Hilbertian processes
bayesian estimation
classical moment-based estimation
functional prediction
non-compact bounded autocorrelation operators
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/268

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/268

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