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Methods for Estimating and Predicting the General Markov Process on a Banach Space

Belaidi Mohamed, Abderrahmane Yousfate


In this paper, we have proposed an method of estimation and prediction of generalized Markov processes in a Banach space, which are long memory Markov processes, they can be, among other things, solution of stochastic differential delay equation. Statistical techniques of these processes need to be developed to describe these processes and to apply forecasting techniques to Ornstein-Uhlenbeck processes.


Semi-parametric estimation, ARB process, delay Markov process, Wiener process.

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