Bandwidth selection for functional time series prediction

DOI10.1016/J.SPL.2008.10.028MaRDI QIDQ1009705zbMATH OpenOpenAlexFDO

Authors Anestis Antoniadis, Efstathios Paparoditis, Theofanis Sapatinas

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

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

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Cites work

• A Functional Wavelet–Kernel Approach for Time Series Prediction
• Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Linear processes in function spaces. Theory and applications
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes

Cited in

(9)

• Adaptive estimation in the functional nonparametric regression model
• Estimation error for blind Gaussian time series prediction
• A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
• Bandwidth selection for statistical matching and prediction
• Nonstationary time series forecasting using wavelets and kernel smoothing
• A SARIMAX coupled modelling applied to individual load curves intraday forecasting
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
• Adaptive bandwidth selection in the long run covariance estimator of functional time series
• Functional Time Series Prediction Under Partial Observation of the Future Curve

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