An innovations algorithm for the prediction of functional linear processes (Q512020): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4297174018
@@ Property / OpenAlex ID: W4297174018 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05874
@@ Property / arXiv ID: 1607.05874 / rank @@
+Normal rank
@@ Property / cites work @@
+A Functional Wavelet–Kernel Approach for Time Series Prediction
+Normal rank
@@ Property / cites work @@
+On the Prediction of Stationary Functional Time Series
+Normal rank
@@ Property / cites work @@
+Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
+Normal rank
@@ Property / cites work @@
+Linear processes in function spaces. Theory and applications
+Normal rank
@@ Property / cites work @@
+General linear processes in Hilbert spaces and prediction
+Normal rank
@@ Property / cites work @@
+Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
+Normal rank
@@ Property / cites work @@
+Inference and Prediction in Large Dimensions
@@ Property / cites work: Inference and Prediction in Large Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+On the CLT for discrete Fourier transforms of functional time series
+Normal rank
@@ Property / cites work @@
+Q4835651
@@ Property / cites work: Q4835651 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4437952
@@ Property / cites work: Q4437952 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Functional Principal Components
@@ Property / cites work: Dynamic Functional Principal Components / rank @@
+Normal rank
@@ Property / cites work @@
+Weakly dependent functional data
@@ Property / cites work: Weakly dependent functional data / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for functional data with applications
@@ Property / cites work: Inference for functional data with applications / rank @@
+Normal rank
@@ Property / cites work @@
+Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
+Normal rank
@@ Property / cites work @@
+Forecasting functional time series
@@ Property / cites work: Forecasting functional time series / rank @@
+Normal rank
@@ Property / cites work @@
+Curve forecasting by functional autoregression
@@ Property / cites work: Curve forecasting by functional autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM
+Normal rank
@@ Property / cites work @@
+ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Fourier analysis of stationary time series in function space
+Normal rank
@@ Property / cites work @@
+Operator Theory
@@ Property / cites work: Operator Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Strictly stationary solutions of ARMA equations in Banach spaces
+Normal rank