Tensorial products of functional ARMA processes

  title={Tensorial products of functional ARMA processes},
  author={Denis Bosq},
  journal={J. Multivariate Analysis},
We study the structure of tensorial products for the autoregressive and moving average processes (Xn), with values in a Hilbert space H and with innovations that are martingale differences. The obtained models are ARMA(H ⊗ H) processes, possibly non standard. We provide criteria for the standardness of these models, we specify the results in the real case, give some examples and consider some applications. © 2010 Elsevier Inc. All rights reserved. 

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