Estimation du paramètre des moyennes mobiles hilbertiennes
Résumé
The moving average processes in a separable infinite-dimensional Hilbert space H, denoted by MAH ( 1 ) , is a H valued process ( X t , t Z ) satisfying the equation X t = ϵ t + l ( ϵ t − 1 ) where l is a compact operator in H and ( ϵ t ) a H valued strong white noise. In this Note we propose two estimators for l based on the moment equation of the process.