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Conference Proceedings (TAAC 2015): Consistency of the plug-in functional ARH(1) predictor of the Ornstein-Uhlenbeck process

Predicting the past,
Ornstein-Uhlenbeck’s path,
Consistency holds.
Consistency
Dimension reduction
Functional data
Functional time series
Ornstein-Uhlenbeck process

Javier Álvarez Liébana, Denis Bosq, María Dolores Ruiz Medina, «Consistency of the plug-in functional ARH(1) predictor of the Ornstein-Uhlenbeck process», Conference Proceedings (TAAC 2015) (2015).

Authors
Affiliations
Javier Álvarez Liébana

Universidad Complutense de Madrid

Denis Bosq

Universitè Pierre et Marie Curie

María Dolores Ruiz Medina

Universidad de Granada

Published

November 2015