9 citations · 16 across the 2 of their papers we have counts for
3 papers
math.ST2017★ 9 cited
Asymptotic properties of a componentwise ARH(1) plug-in predictor
J. Álvarez-Liébana, D. Bosq, M. Dolores Ruiz-Medina
This paper presents new results on prediction of linear processes in function spaces. The autoregressive Hilbertian process framework of order one (ARH(1) process framework) is ado…
math.ST2017★ 7 cited
Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
J. Álvarez-Liébana, D. Bosq, M. D. Ruiz-Medina
New results on functional prediction of the Ornstein-Uhlenbeck process in an autoregressive Hilbert-valued and Banach-valued frameworks are derived. Specifically, consistency of th…
math.ST2012
Bayesian prediction for stochastic processes. Theory and applications
Delphine Blanke, Denis Bosq
In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties…