Bandwidth selection for functional time series prediction

DOI10.1016/j.spl.2008.10.028zbMath1157.62065OpenAlexW2088883300MaRDI QIDQ1009705

Anestis Antoniadis, Theofanis Sapatinas, Efstathios Paparoditis

Publication date: 3 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.028

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20)

Related Items

Adaptive estimation in the functional nonparametric regression model, Nonstationary Time Series Forecasting Using Wavelets and Kernel Smoothing, Functional Time Series Prediction Under Partial Observation of the Future Curve, Bandwidth selection for statistical matching and prediction, Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates, A SARIMAX coupled modelling applied to individual load curves intraday forecasting, Estimation error for blind Gaussian time series prediction

Cites Work

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• Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination