par Hörmann, Siegfried ;Kidziński, Lsukasz
Référence Scandinavian journal of statistics, 42, 1, page (43-62)
Publication Publié, 2015-03
Article révisé par les pairs
Résumé : We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal component-based estimator for the regression operator under minimal assumptions. In particular, we avoid some inconvenient technical restrictions that have been used throughout the literature. We develop our theory in a time-dependent setup that comprises as important special case the autoregressive Hilbertian model.

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