An innovations algorithm for the prediction of functional linear processes (Q512020): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4297174018 / rank | |||
Normal rank |
Revision as of 20:36, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An innovations algorithm for the prediction of functional linear processes |
scientific article |
Statements
An innovations algorithm for the prediction of functional linear processes (English)
0 references
23 February 2017
0 references
functional data analysis (FDA)
0 references
functional linear process
0 references
functional principal components
0 references
functional time series
0 references
Hilbert space valued process
0 references
innovations algorithm
0 references
prediction
0 references
prediction error
0 references