Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes

From MaRDI portal
Publication:1414608

DOI10.1016/S0047-259X(03)00028-9zbMath1030.62075OpenAlexW2058400503MaRDI QIDQ1414608

Anestis Antoniadis, Theofanis Sapatinas

Publication date: 4 December 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00028-9



Related Items

Plug-in prediction intervals for a special class of standard ARH(1) processes, Forecasting non-stationary time series by wavelet process modelling, A Functional Wavelet–Kernel Approach for Time Series Prediction, On a minimum distance estimate of the period in functional autoregressive processes, Prediction theory for stationary functional time series, White noise testing and model diagnostic checking for functional time series, Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces, On the kernel rule for function classification, Sieves estimator of functional autoregressive process, The ARHD model, Fourier analysis of stationary time series in function space, On the rate of convergence for the autocorrelation operator in functional autoregression, Functional Time Series Prediction Under Partial Observation of the Future Curve, Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes, Locally stationary functional time series, Functional wavelet-based modelling of dependence between lupus and stress, Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes, Periodically correlated autoregressive Hilbertian processes, Testing for stationarity of functional time series in the frequency domain, Bayesian estimation in a high dimensional parameter framework, A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model, Shape-preserving prediction for stationary functional time series, Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes, A nonparametric test for stationarity in functional time series, Asymptotic properties of a component-wise ARH(1) plug-in predictor, Curve forecasting by functional autoregression, Moving averages in Hilbert spaces, Functional maximum-likelihood estimation of ARH(\(p\)) models, Nonparametric time series forecasting with dynamic updating, Varying coefficient functional autoregressive model with application to the U.S. treasuries, Weakly dependent functional data, Wavelet methods in statistics: some recent developments and their applications, Recursive nonparametric regression estimation for dependent strong mixing functional data, Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics, Weak convergence in the functional autoregressive model, Testing stationarity of functional time series, Empirical properties of forecasts with the functional autoregressive model, Estimation of the autoregressive operator by wavelet packets, Bandwidth selection for functional time series prediction, Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics, Spatiotemporal filtering from fractal spatial functional data sequence, Estimation of a change-point in the mean function of functional data, Resolvent estimators for functional autoregressive processes with random coefficients, Detecting deviations from second-order stationarity in locally stationary functional time series, Aspects of prediction, Testing the stability of the functional autoregressive process, Determining the order of the functional autoregressive model


Uses Software


Cites Work