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Chapter 10. Functional Linear Processes

  1. Denis Bosq,
  2. Delphine Blanke

Published Online: 31 OCT 2007

DOI: 10.1002/9780470724033.ch10

Book Title

Inference and Prediction in Large Dimensions

Inference and Prediction in Large Dimensions

Additional Information

How to Cite

Bosq, D. and Blanke, D. (2007) Functional Linear Processes, in Inference and Prediction in Large Dimensions, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470724033.ch10

Author Information

  1. Université Pierre et Marie Curie - Paris 6, Paris, France

Publication History

  1. Published Online: 31 OCT 2007
  2. Published Print: 19 OCT 2007

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart,
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470017616

Online ISBN: 9780470724033

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CHAPTER TOOLS

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Keywords:

  • functional linear processes;
  • real linear process sequence;
  • random variables;
  • orthonormal system;
  • real white noise;
  • Markov processes;
  • symmetric compact operator;
  • eigen elements and eigen values

Summary

This chapter contains sections titled:

  • Modelling in large dimensions

  • Projection over linearly closed spaces

  • Wold decomposition and linear processes in Hilbert spaces

  • Moving average processes in Hilbert spaces

  • Autoregressive processes in Hilbert spaces

  • Autoregressive processes in Banach spaces

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