Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices

DOI10.1214/14-AOAS740zbMath1304.91166arXiv1411.5497MaRDI QIDQ484021

Hans-Georg Müller, Debashis Paul, Jie Peng

Publication date: 17 December 2014

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.5497

zbMATH Keywords

linear differential equationwarpingfunctional data analysisempirical dynamics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Clustering multivariate functional data with phase variation ⋮ Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices

Uses Software

• fda (R)

Cites Work

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