Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
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Cites work
- A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Asymptotic prediction mean squared error for vector autoregressive models
- Autoregressive forecasting of some functional climatic variations
- Bayesian multiperiod forecasts for ARX models
- Estimation of an autoregressive semiparametric model with exogenous variables
- Functional data analysis
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Recursive relations for multistep prediction of a stationary time series
- Sieve Extremum Estimates for Weakly Dependent Data
Cited in
(16)- Conjugate processes: theory and application to risk forecasting
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Spline estimation of partially linear regression models for time series with correlated errors
- scientific article; zbMATH DE number 2190878 (Why is no real title available?)
- Functional semiparametric partially linear model with autoregressive errors
- Functional maximum-likelihood estimation of ARH(\(p\)) models
- scientific article; zbMATH DE number 2190882 (Why is no real title available?)
- Functional forecasting of dissolved oxygen in high-frequency vertical lake profiles
- Exponential bounds for intensity of jumps
- Clustering functional data using wavelets
- On Construction and Simulation of Autoregressive Sources With Near-Laplace Marginals
- On the CLT for discrete Fourier transforms of functional time series
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- A note on estimation in Hilbertian linear models
- Asymptotic properties of a component-wise ARH(1) plug-in predictor
- Functional Autoregression for Sparsely Sampled Data
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