Linear processes in function spaces. Theory and applications

DOI10.1007/978-1-4612-1154-9MaRDI QIDQ1581774zbMATH OpenOpenAlexWikidataFDO

Authors Denis Bosq

Publication date 8 October 2000

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4612-1154-9

zbMATH Keywords

predictionautoregressive processlinear process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Recommendations

• scientific article; zbMATH DE number 1850474
• Linear functional analysis. An application oriented introduction
• Linear functional analysis. An application oriented introduction
• scientific article; zbMATH DE number 1805738
• Linear functional analysis. An application oriented introduction
• Lineare Funktionalanalysis
• scientific article; zbMATH DE number 4118961
• scientific article; zbMATH DE number 5179825
• Publication:4938156
• scientific article; zbMATH DE number 67639

Cited in

(only showing first 100 items - show all)

• Regression operator estimation by delta-sequences method for functional data and its applications
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Estimation of partial derivative functionals with application to human mortality data analysis
• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Functional data analysis by matrix completion
• Commuter of operators in a Hilbert space
• Estimation and testing for partially functional linear errors-in-variables models
• Functional autoregressive process with seasonality
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
• Local and global temporal correlations for longitudinal data
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series
• Data-driven smooth tests for the martingale difference hypothesis
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
• Recursive estimation of the conditional geometric median in Hilbert spaces
• Sieves estimator of the operator of a functional autoregressive process
• Comparison between spatio‐temporal random processes and application to climate model data
• Functional envelope for model-free sufficient dimension reduction
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
• PCA-based estimation for functional linear regression with functional responses
• Nonparametric M-estimation for functional stationary ergodic data
• Smooth LASSO estimator for the function-on-function linear regression model
• Higher-order accurate spectral density estimation of functional time series
• Local polynomial estimation of regression operators from functional data with correlated errors
• Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional
• Testing for serial independence of panel errors
• Nonparametric modelling for functional data: selected survey and tracks for future
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• An Application ofU-Statistics to Nonparametric Functional Data Analysis
• Conditional mode estimation for functional stationary ergodic data with responses missing at random
• Bootstrap for \(U\)-statistics: a new approach
• Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Regression models with correlated errors based on functional random design
• Nonstationarity in time series of state densities
• A nonparametric distribution-free test for serial independence of errors
• Description length and dimensionality reduction in functional data analysis
• Testing for lack-of-fit in functional regression models against general alternatives
• Functional prediction of intraday cumulative returns
• Quadratic forms of the empirical processes for the two-sample problem for functional data
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
• Log-Gaussian Cox processes in infinite-dimensional spaces
• Resolvent estimators for functional autoregressive processes with random coefficients
• Dependent functional data
• Aspects of prediction
• On functional data analysis and related topics
• Nonparametric estimation of expectile regression in functional dependent data
• Seasonal functional autoregressive models
• Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
• A bootstrap-based KPSS test for functional time series
• Local linear regression modelization when all variables are curves
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
• Coherent mortality forecasting by the weighted multilevel functional principal component approach
• Note on conditional mode estimation for functional dependent data
• Estimation of the regression operator from functional fixed-design with correlated errors
• On rate optimal local estimation in functional linear regression
• CLT in functional linear regression models
• A central limit theorem for linear random fields
• On the Geometric Densities of Random Closed Sets
• Functional methods for time series prediction: a nonparametric approach
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating
• Conditional estimation for dependent functional data
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Thresholding projection estimators in functional linear models
• Testing for a change in covariance operator
• Optimal eigen expansions and uniform bounds
• Estimation in functional lagged regression
• Least squares consistent estimates for arbitrary regression functions over an abstract space
• Consistency of the mean and the principal components of spatially distributed functional data
• Weak convergence for the covariance operators of a Hilbertian linear process.
• Linear functional processes and prediction.
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• Electricity consumption prediction with functional linear regression using spline estimators
• Functional linear regression with functional response
• Smoothing splines estimators for functional linear regression
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
• Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
• On unit roots for spatial autoregressive models
• Estimation of the autoregressive operator by wavelet packets
• The Wold decomposition of Hilbertian periodically correlated processes
• The historical functional linear model
• On the effect of noisy measurements of the regressor in functional linear models
• Assessing the Finite Dimensionality of Functional Data
• The central limit theorem for a sequence of random processes with space-varying long memory
• Testing for lack of dependence in the functional linear model
• On the local linear modelization of the conditional distribution for functional data
• Testing the structural stability of temporally dependent functional observations and application to climate projections
• General linear processes in Hilbert spaces and prediction
• Asymptotic normality of locally modelled regression estimator for functional data
• Weak convergence in the functional autoregressive model
• The ARHD model
• Berry-Esseen inequality for linear processes in Hilbert spaces.
• Convolutional autoregressive models for functional time series
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Expectile regression for spatial functional data analysis (sFDA)
• On the integral with respect to the tensor product of two random measures
• A Functional Wavelet–Kernel Approach for Time Series Prediction
• Best estimation of functional linear models
• Identifying the spectral representation of Hilbertian time series
• Smoothing splines estimators in functional linear regression with errors-in-variables

This page was built for publication: Linear processes in function spaces. Theory and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1581774)