Abstract
We have seen that regular enough ARH(p) and LPH have Markov representations that let us interpret them as ARH’ (1) processes, where H’ is a suitable Hilbert space (see Chapters 5 and 7). Similar representations hold for empirical autocovariance operators associated with such processes (Chapter 4).
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© 2000 Springer Science+Business Media New York
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Bosq, D. (2000). Estimation of Autocorrelation Operator and Prediction. In: Linear Processes in Function Spaces. Lecture Notes in Statistics, vol 149. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1154-9_9
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DOI: https://doi.org/10.1007/978-1-4612-1154-9_9
Publisher Name: Springer, New York, NY
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