RT Journal Article
T1 Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces
A1 Álvarez Liébana, Javier
A1 Bosq, Denis
A1 Ruiz Medina, María Dolores
A2 Farcomeni, Alessio
AB New 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.
PB Elsevier
SN 0167-7152
YR 2016
FD 2016
LK https://hdl.handle.net/20.500.14352/95651
UL https://hdl.handle.net/20.500.14352/95651
LA eng
NO Álvarez-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.
NO Supplementary material. The following is the Supplementary material related to this article.https://ars.els-cdn.com/content/image/1-s2.0-S016771521630044X-mmc1.pdf
NO European Commission
NO Ministerio de Economía, Comercio y Empresa (España)
NO Ministerio de Economía y Competitividad (España)
NO European Commission
DS Docta Complutense
RD 9 abr 2025