Open Access Open Access  Restricted Access Subscription or Fee Access

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

Belaidi Mohamed, Abderrahmane Yousfate

Abstract



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.

Keywords


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

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.