An innovations algorithm for the prediction of functional linear processes (Q512020)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An innovations algorithm for the prediction of functional linear processes |
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An innovations algorithm for the prediction of functional linear processes (English)
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23 February 2017
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functional data analysis (FDA)
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functional linear process
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functional principal components
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functional time series
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Hilbert space valued process
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innovations algorithm
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prediction
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prediction error
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