A signature-based functional spatial autoregressive model

DOI10.1214/25-EJS2445MaRDI QIDQ6913339zbMATH OpenFDO

Authors Camille Frévent

Publication date 21 October 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-2/A-signature-based-functional-spatial-autoregressive-model/10.1214/25-EJS2445.full

zbMATH Keywords

functional datatensorsignaturespatial regressionFSAR

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Functional data analysis (62R10)

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