Pages that link to "Item:Q2573221"
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The following pages link to Estimation and simulation of autoregressive Hilbertian processes with exogenous variables (Q2573221):
Displayed 10 items.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
- Exponential bounds for intensity of jumps (Q2261925) (← links)
- CLUSTERING FUNCTIONAL DATA USING WAVELETS (Q4917272) (← links)
- Spline estimation of partially linear regression models for time series with correlated errors (Q6141731) (← links)