Prédiction des processus à temps continu autorégressifs via les espaces à noyau reproduisantPrediction of autoregressive processes via the reproducing kernel spaces |
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| Authors: | Fatiha Mokhtari Tahar Mourid |
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| Institution: | Département de mathématiques, Faculté des Sciences, Université de Tlemcen, Tlemcen 13000, Algérie |
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| Abstract: | We study the statistical prediction of a continuous time stochastic process admitting a functional autoregressive representation. We construct an approximation of Parzen's optimal predictor in reproducing kernel spaces framework. To cite this article: F. Mokhtari, T. Mourid, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 65–70 |
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