Pages that link to "Item:Q1581774"

The following pages link to Linear processes in function spaces. Theory and applications (Q1581774):

Displaying 50 items.

• Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
• Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Least-squares estimation of multifractional random fields in a Hilbert-valued context (Q261992) (← links)
• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• Generalized linear model with functional predictors and their derivatives (Q268783) (← links)
• Modified kernel regression estimation with functional time series data (Q277279) (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Note on conditional quantiles for functional ergodic data (Q282873) (← links)
• Optimal sampling for spatial prediction of functional data (Q290346) (← links)
• New compactly supported spatiotemporal covariance functions from SPDEs (Q290367) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Convolutional autoregressive models for functional time series (Q308370) (← links)
• Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
• Best estimation of functional linear models (Q311804) (← links)
• Identifying the spectral representation of Hilbertian time series (Q312080) (← links)
• Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces (Q356089) (← links)
• On the effect of noisy measurements of the regressor in functional linear models (Q364185) (← links)
• A universal kriging predictor for spatially dependent functional data of a Hilbert space (Q367212) (← links)
• Conditional estimation for dependent functional data (Q391792) (← links)
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
• Testing for a change in covariance operator (Q394564) (← links)
• Regression when both response and predictor are functions (Q432289) (← links)
• A functional linear model for time series prediction with exogenous variables (Q433596) (← links)
• On spatial conditional mode estimation for a functional regressor (Q449417) (← links)
• Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
• Functional data clustering via piecewise constant nonparametric density estimation (Q454427) (← links)
• Nonparametric regression for functional response and functional regressor under dependance (Q456639) (← links)
• Bayesian estimation in a high dimensional parameter framework (Q457965) (← links)
• A note on random perturbations of a multiple eigenvalue of a Hermitian operator (Q482789) (← links)
• Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices (Q484021) (← links)
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
• Adaptive algorithm for stochastic Galerkin method. (Q499040) (← links)
• A test of linearity in partial functional linear regression (Q504181) (← links)
• An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
• A functional Hodrick-Prescott filter (Q522941) (← links)
• Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
• Relation between unit operators proximity and their associated spectral measures (Q613150) (← links)
• Spatial autoregressive and moving average Hilbertian processes (Q618154) (← links)
• On limit theorems for Banach-space-valued linear processes (Q619353) (← links)
• Identifying the finite dimensionality of curve time series (Q620552) (← links)
• Empirical dynamics for longitudinal data (Q620557) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• Limit theorems for \(D[0,1]\)-valued autoregressive processes (Q639608) (← links)
• A central limit theorem for linear random fields (Q643231) (← links)
• Local linear regression for functional data (Q645536) (← links)