Determining the order of the functional autoregressive model
From MaRDI portal
Recommendations
Cites work
- A Bayesian analysis of the minimum AIC procedure
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Autoregressive forecasting of some functional climatic variations
- Curve forecasting by functional autoregression
- Empirical properties of forecasts with the functional autoregressive model
- Fractals with point impact in functional linear regression
- Functional Data Analysis for Sparse Longitudinal Data
- Functional Data Analysis with R and MATLAB
- Functional data analysis.
- Functional linear regression analysis for longitudinal data
- Generalized functional linear models
- Generalized functional linear models with semiparametric single-index interactions
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 1069583 (Why is no real title available?)
- scientific article; zbMATH DE number 1916979 (Why is no real title available?)
- Inference and Prediction in Large Dimensions
- Inference for functional data with applications
- Linear processes in function spaces. Theory and applications
- Matrix Analysis
- Nonparametric functional data analysis. Theory and practice.
- On rates of convergence in functional linear regression
- Portmanteau Test of Independence for Functional Observations
- Prediction in functional linear regression
- Recursive estimation of mixed autoregressive-moving average order
- Testing the stability of the functional autoregressive process
- The estimation of the order of an ARMA process
- Time series: theory and methods.
- Two sample inference in functional linear models
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Weakly dependent functional data
Cited in
(43)- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- Robust depth-based estimation of the functional autoregressive model
- Bootstrap methods for stationary functional time series
- Optimal prediction for additive function-on-function regression
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Dependent functional data
- A bootstrap-based KPSS test for functional time series
- Feature extraction for functional time series: theory and application to NIR spectroscopy data
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- Functional ARCH and GARCH models: a Yule-Walker approach
- A comparison of Hurst exponent estimators in long-range dependent curve time series
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- Robust exponential squared loss-based estimation in semi-functional linear regression models
- Functional data clustering via hypothesis testing \(k\)-means
- A functional data analysis approach for genetic association studies
- KPSS test for functional time series
- scientific article; zbMATH DE number 5548395 (Why is no real title available?)
- scientific article; zbMATH DE number 4045616 (Why is no real title available?)
- Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Seasonal functional autoregressive models
- scientific article; zbMATH DE number 6193731 (Why is no real title available?)
- Joint detection for functional polynomial regression with autoregressive errors
- Functional Time Series Prediction Under Partial Observation of the Future Curve
- Factor models for high‐dimensional functional time series I: Representation results
- Bootstrap Prediction Bands for Functional Time Series
- Estimation of functional ARMA models
- A new approach for time domain analysis of multivariate and functional time series
- Functional time series forecasting: functional singular spectrum analysis approaches
- A review study of functional autoregressive models with application to energy forecasting
- Variable Selection for the Prediction of C[0,1]-Valued Autoregressive Processes using Reproducing Kernel Hilbert Spaces
- Functional Autoregression for Sparsely Sampled Data
- Projection-based white noise and goodness-of-fit tests for functional time series
- A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
- Functional Time Series Analysis and Visualization Based on Records
- Principal component analysis of two-dimensional functional data with serial correlation
- Fast Bayesian functional regression for non-Gaussian spatial data
- Functional diffusion driven stochastic volatility model
- Extremes of projections of functional time series on data-driven basis systems
- Recent developments in complex and spatially correlated functional data
- Functional sufficient dimension reduction: convergence rates and multiple functional case
This page was built for publication: Determining the order of the functional autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2852484)