Pages that link to "Item:Q5177950"
From MaRDI portal
The following pages link to A Note on Estimation in Hilbertian Linear Models (Q5177950):
Displaying 14 items.
- Functional regression with repeated eigenvalues (Q900921) (← links)
- PCA-based estimation for functional linear regression with functional responses (Q1686150) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
- Convergence Rates for Learning Linear Operators from Noisy Data (Q6109175) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)
