Pr\’evision des processus ARC(1) via le pr\’edicteur de Parzen. Exemples et simulations

Fatiha, Mokhtari, Tahar, Mourid . Annales de l'ISUP 2008. 52 (1-2) :81-90

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Bibtex

@article{CIS-246178,
  Author = {Fatiha, Mokhtari and Tahar, Mourid},
  Title = {Pr\’evision des processus ARC(1) via le pr\’edicteur de Parzen.  Exemples et simulations},
  Journal = {Annales de l'ISUP},
  Volume = {52},
  Number = {1-2},
  Year = {2008},
  Pages = {81--90},
  Keywords = {Best linear unbiased predictor, BLUP, functional autoregressive process, Parzen's predictor, reproducing kernel space}
}

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