A state space model for non-stationary functional data

DOI10.1007/978-3-642-57489-4_15MaRDI QIDQ3298662zbMATH OpenOpenAlexFDO

Authors Mónica Ortega-Moreno, Mariano J. Valderrama, J. C. Ruiz-Molina

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_15

zbMATH Keywords

B-splinesBrownian motionKalman-Bucy filterKarhunen-Loève expansion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Functional data analysis (62R10)

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Cites work

• Kalman filtering on approximate state-space models

Cited in

(5)

• State space modeling of non-standard actuarial time series
• Derivation of a state-space model by functional data analysis
• Dynamic functional data analysis with non-parametric state space models
• State space models for functional time series
• On a state-space modelling for functional data

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