Álvarez Liébana, JavierBosq, DenisRuiz Medina, María DoloresFarcomeni, Alessio2024-01-262024-01-262016Álvarez-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.2016.04.023.0167-715210.1016/j.spl.2016.04.023https://hdl.handle.net/20.500.14352/95651Supplementary material. The following is the Supplementary material related to this article. https://ars.els-cdn.com/content/image/1-s2.0-S016771521630044X-mmc1.pdfNew 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.engAttribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/journal article1879-2103https://doi.org/10.1016/j.spl.2016.04.023https://www.sciencedirect.com/journal/statistics-and-probability-lettershttps://www.sciencedirect.com/science/article/pii/S016771521630044Xrestricted access519.6519.21Autoregressive Hilbertian processesBanach-valued autoregressive processesConsistencyMaximum likelihood parameter estimatorOrnstein–Uhlenbeck processAnálisis numéricoProbabilidades (Estadística)1206 Análisis Numérico1208 Probabilidad