TY  - JOUR
AU  - Álvarez Liébana, Javier
AU  - Bosq, Denis
AU  - Ruiz Medina, María Dolores
AU  - Farcomeni, Alessio
PY  - 2016
DO  - 10.1016/j.spl.2016.04.023
SN  - 0167-7152
UR  - https://hdl.handle.net/20.500.14352/95651
T2  - Statistics & Probability Letters
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...
LA  - eng
M2  - 12
PB  - Elsevier
KW  - Autoregressive Hilbertian processes
KW  - Banach-valued autoregressive processes
KW  - Consistency
KW  - Maximum likelihood parameter estimator
KW  - Ornstein–Uhlenbeck process
TI  - Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces
TY  - journal article
VL  - 117
ER  -