Abstract
Estimation of second-order parameters of an ARH(1) has a twofold interest. Firstly, it gives information about inner structure of the process. Secondly, it leads to construction of statistical linear predictors.
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© 2000 Springer Science+Business Media New York
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Bosq, D. (2000). Estimation of Autocovariance Operators for ARH(1) Processes. 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_5
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DOI: https://doi.org/10.1007/978-1-4612-1154-9_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-95052-5
Online ISBN: 978-1-4612-1154-9
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