An Approach to Time Series Analysis

Cited in

(77)

Location and scale parameter estimation from randomly censored data
Discriminant analysis of time series in the presence of within-group spectral variability
Expressive mortality models through Gaussian process kernels
Testing for boundary conditions in case of fractionally integrated processes
Regression models for functional data by reproducing kernel Hilbert spaces methods
An extension of Fisher's discriminant analysis for stochastic processes
An RKHS model for variable selection in functional linear regression
Identification of non-linear time series via kernels
A stochastic framework for recursive computation of spline functions. II: Smoothing splines
On functional logistic regression: some conceptual issues
Multiresolution approximation for volatility processes
A conversation with Emanuel Parzen
An RKHS formulation of the inverse regression dimension-reduction problem
Statistics of seasonality perturbed by time continuous processes with autoregressive representation
Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
Considerations for optimal nonparametric regression under a generalizederror structure
An approach to the Gaussian RBF kernels via Fock spaces
Prediction in regression models with continuous observations
Accuracy of suboptimal solutions to kernel principal component analysis
State-based confidence bounds for data-driven stochastic reachability using Hilbert space embeddings
FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
Optimal rate for prediction when predictor and response are functions
On some properties of positive definite Toeplitz matrices and their possible applications
Average power analysis of sequential circuits using an autoregressive model
Canonical correlation for stochastic processes
A quantitative genetic model for growth, shape, reaction norms, and other infinite-dimensional characters
Encoding dissimilarity data for statistical model building
Smoothing spline ANOPOW
Wavelet analysis of uniformly time-modulated processes
Integration of covariance kernels and stationarity
Fourier Analysis of Nonstationary Stochastic Processes
A bayesian signal detection procedure for scale‐space random fields
Optimal classification of Gaussian processes in homo- and heteroscedastic settings
Linear prediction in functional data analysis
On-line modified least-squares parameter estimation of linear discrete dynamic systems
Cryptocurrency price analysis with ordinal partition networks
Parameter estimation based upon nonparametric function estimators
Statistical methods in optimal curve fitting
Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes
Extension formulas and norm inequalities in Sobolev Hilbert spaces
A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
Weak convergence results for sequential regression in memoryless systems†
Sampling Theorems for Nonstationary Random Processes
Theoretical aspects of ill-posed problems in statistics
On Different Facets of Regularization Theory
BLUE against OLSE in the location model: energy minimization and asymptotic considerations
Non-linear state estimation in observation noise of unknown covariance†
On spectral windows in supervised learning from data
Learning with boundary conditions
Convergence analysis of fractional Tikhonov scheme in learning theory
Extended Gauss-Markov theorem for nonparametric mixed-effects models
Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification
Generalized linear models for geometrical current predictors: An application to predict garment fit
On the structure of moving average processes
A Family of Splines for Non-Parametric Regression. and their Relationships with Kriging
A general approach to optimal control of a regression experiment
On statistical transform methods and their efficiency
The existence and uniqueness of solutions for kernel-based system identification
On Mahalanobis distance in functional settings
Learning with generalization capability by kernel methods of bounded complexity
Nested polynomial trends for the improvement of Gaussian process-based predictors
Likelihood Detection with a Multiple-Markov Process
The BLUE in continuous-time regression models with correlated errors
Wiener prediction and exponentially discounted least squares
Sequential design of computer experiments for the estimation of a probability of failure
Weighted L^ 2 quantile distance estimators for randomly censored data
Optimal weights for general L^ 2 distance estimators
Existence of an A-optimal model for a regression experiment
Nonparametric detection for univariate and functional data
The optimal rate of canonical correlation analysis for stochastic processes
Designs of Phi-optimal control for second-order processes
Adaptive algorithm for identification problem
A uniform functional law of the logarithm for the local empirical process.
Practical estimation of Volterra filters of arbitrary degree
Weighted least squares estimates in linear regression models for processes with uncorrelated increments
Principal components analysis of sampled functions

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