Heterogeneous spatial dynamical regression in a Hilbert-valued context
capital structure of firmsfinancial functional dataheterogeneous spatial regressionHilbert-Schmidt regression operatorsHilbert-valued two-parameter martingale difference sequencesspatial autoregressive Hilbertian processes
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
- Spatial autoregressive and moving average Hilbertian processes
- Hilbertian spatial periodically correlated first order autoregressive models
- Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
- Spatial regression estimation for functional data with spatial dependency
- Regression models for functional data by reproducing kernel Hilbert spaces methods
- Economic distance and cross-country spillovers
- Estimation in generalized linear models for functional data via penalized likelihood
- Functional data analysis.
- Functional linear model
- Functional linear regression that's interpretable
- Functional varying coefficient models for longitudinal data
- Generalized Linear Models with Functional Predictors
- Inference in Smoothing Spline Analysis of Variance
- Learnability in Hilbert spaces with reproducing kernels
- Linear processes in function spaces. Theory and applications
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric regression for functional data: automatic smoothing parameter selection
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Prediction in functional linear regression
- Smoothing splines estimators for functional linear regression
- Spatial autoregressive and moving average Hilbertian processes
- Testing Hypotheses in the Functional Linear Model
- Testing in mixed-effects FANOVA models
- Varying-coefficient functional linear regression
- Wavelet regression estimation in nonparametric mixed effect models
- Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
- Spatial functional normal mixed effect approach for curve classification
- Hilbertian spatial periodically correlated first order autoregressive models
- HAC estimation in a spatial framework
- CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
- Spatial autoregressive and moving average Hilbertian processes
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