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03/16/2023
Testing the goodness of fit of a hilbertian autoregressive model
The presented methodology for testing the goodness-of-fit of an Autoregr...
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06/26/2022
A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
High-frequency financial data can be collected as a sequence of curves o...
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08/15/2018
A note on strong-consistency of componentwise ARH(1) predictors
New results on strong-consistency, in the Hilbert-Schmidt and trace oper...
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08/05/2018
Strongly consistent autoregressive predictors in abstract Banach spaces
This work derives new results on strong consistent estimation and predic...
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01/26/2018
