Pages that link to "Item:Q1414608"

The following pages link to Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608):

Displaying 46 items.

• Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
• Bayesian estimation in a high dimensional parameter framework (Q457965) (← links)
• Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
• Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• On the kernel rule for function classification (Q853841) (← links)
• The ARHD model (Q861222) (← links)
• Functional wavelet-based modelling of dependence between lupus and stress (Q905237) (← links)
• Curve forecasting by functional autoregression (Q957330) (← links)
• Weakly dependent functional data (Q973886) (← links)
• Wavelet methods in statistics: some recent developments and their applications (Q975559) (← links)
• Weak convergence in the functional autoregressive model (Q997009) (← links)
• Bandwidth selection for functional time series prediction (Q1009705) (← links)
• Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
• Testing the stability of the functional autoregressive process (Q1049540) (← links)
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
• Sieves estimator of functional autoregressive process (Q1650297) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
• Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
• Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
• Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
• Prediction theory for stationary functional time series (Q2135727) (← links)
• On the rate of convergence for the autocorrelation operator in functional autoregression (Q2170238) (← links)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
• Shape-preserving prediction for stationary functional time series (Q2233562) (← links)
• Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
• Spatiotemporal filtering from fractal spatial functional data sequence (Q2319562) (← links)
• Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes (Q2464245) (← links)
• Moving averages in Hilbert spaces (Q2476545) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• Empirical properties of forecasts with the functional autoregressive model (Q2512788) (← links)
• Estimation of the autoregressive operator by wavelet packets (Q2518950) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• Determining the order of the functional autoregressive model (Q2852484) (← links)
• On a minimum distance estimate of the period in functional autoregressive processes (Q3168293) (← links)
• A Functional Wavelet–Kernel Approach for Time Series Prediction (Q3442941) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• Aspects of prediction (Q5245624) (← links)
• Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes (Q6123495) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)