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Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces

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dc.contributor.authorÁlvarez Liébana, Javier
dc.contributor.authorBosq, Denis
dc.contributor.authorRuiz Medina, María Dolores
dc.contributor.editorFarcomeni, Alessio
dc.date.accessioned2024-01-26T11:41:01Z
dc.date.available2024-01-26T11:41:01Z
dc.date.issued2016
dc.descriptionSupplementary material. The following is the Supplementary material related to this article. https://ars.els-cdn.com/content/image/1-s2.0-S016771521630044X-mmc1.pdfen
dc.description.abstractNew results on functional prediction of the Ornstein–Uhlenbeck process in an autoregressive Hilbert-valued and Banach-valued frameworks are derived. Specifically, consistency of the maximum likelihood estimator of the autocorrelation operator, and of the associated plug-in predictor is obtained in both frameworks.en
dc.description.departmentDepto. de Estadística y Ciencia de los Datos
dc.description.facultyFac. de Estudios Estadísticos
dc.description.refereedTRUE
dc.description.sponsorshipEuropean Commission
dc.description.sponsorshipMinisterio de Economía, Comercio y Empresa (España)
dc.description.sponsorshipMinisterio de Economía y Competitividad (España)
dc.description.sponsorshipEuropean Commission
dc.description.statuspub
dc.identifier.citationÁlvarez-Liébana, J.; Bosq, D.; Ruiz-Medina, M. D. Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces. Statistics & Probability Letters 2016, 117, 12–22. doi:10.1016/j.spl.2016.04.023.
dc.identifier.doi10.1016/j.spl.2016.04.023
dc.identifier.essn1879-2103
dc.identifier.issn0167-7152
dc.identifier.officialurlhttps://doi.org/10.1016/j.spl.2016.04.023
dc.identifier.relatedurlhttps://www.sciencedirect.com/journal/statistics-and-probability-letters
dc.identifier.relatedurlhttps://www.sciencedirect.com/science/article/pii/S016771521630044X
dc.identifier.urihttps://hdl.handle.net/20.500.14352/95651
dc.journal.titleStatistics & Probability Letters
dc.language.isoeng
dc.page.final22
dc.page.initial12
dc.publisherElsevier
dc.relation.projectIDMTM2012-32674
dc.relation.projectIDMTM2015–71839–P
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internationalen
dc.rights.accessRightsrestricted access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject.cdu519.6
dc.subject.cdu519.21
dc.subject.keywordAutoregressive Hilbertian processes
dc.subject.keywordBanach-valued autoregressive processes
dc.subject.keywordConsistency
dc.subject.keywordMaximum likelihood parameter estimator
dc.subject.keywordOrnstein–Uhlenbeck process
dc.subject.ucmAnálisis numérico
dc.subject.ucmProbabilidades (Estadística)
dc.subject.unesco1206 Análisis Numérico
dc.subject.unesco1208 Probabilidad
dc.titleConsistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spacesen
dc.typejournal article
dc.type.hasVersionVoR
dc.volume.number117
dspace.entity.typePublication
relation.isAuthorOfPublicationcb530a87-36bd-49bf-be31-3d219d0ba5f5
relation.isAuthorOfPublication.latestForDiscoverycb530a87-36bd-49bf-be31-3d219d0ba5f5

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