Linear processes in function spaces. Theory and applications

DOI10.1007/978-1-4612-1154-9zbMATH Open0962.60004OpenAlexW4240782261WikidataQ117787884 ScholiaQ117787884MaRDI QIDQ1581774FDOQ1581774

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

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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)

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• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Nonparametric estimation of expectile regression in functional dependent data
• Smooth LASSO estimator for the function-on-function linear regression model
• Functional data analysis by matrix completion
• Commuter of operators in a Hilbert space
• Estimation and testing for partially functional linear errors-in-variables models
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Dependent functional data
• Aspects of prediction
• Local polynomial estimation of regression operators from functional data with correlated errors
• On functional data analysis and related topics
• Higher‐Order Accurate Spectral Density Estimation of Functional Time Series
• Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional
• Testing for serial independence of panel errors
• Testing for lack-of-fit in functional regression models against general alternatives
• Regression models with correlated errors based on functional random design
• Quadratic forms of the empirical processes for the two-sample problem for functional data
• Coherent mortality forecasting by the weighted multilevel functional principal component approach
• Nonparametric M-estimation for functional stationary ergodic data
• Seasonal functional autoregressive models
• Regression operator estimation by delta-sequences method for functional data and its applications
• Description length and dimensionality reduction in functional data analysis
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
• Functional envelope for model-free sufficient dimension reduction
• Recursive estimation of the conditional geometric median in Hilbert spaces
• Conditional mode estimation for functional stationary ergodic data with responses missing at random
• Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
• Functional prediction of intraday cumulative returns
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Local and global temporal correlations for longitudinal data
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series
• Comparison between spatio‐temporal random processes and application to climate model data
• Local linear regression modelization when all variables are curves
• An Application ofU-Statistics to Nonparametric Functional Data Analysis
• Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
• Sieves estimator of the operator of a functional autoregressive process
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
• A Nonparametric Distribution-Free Test for Serial Independence of Errors
• Resolvent estimators for functional autoregressive processes with random coefficients
• PCA-based estimation for functional linear regression with functional responses
• Bootstrap for \(U\)-statistics: a new approach
• A bootstrap-based KPSS test for functional time series
• Estimation of partial derivative functionals with application to human mortality data analysis
• Data-driven smooth tests for the martingale difference hypothesis
• Nonstationarity in time series of state densities
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
• Nonparametric modelling for functional data: selected survey and tracks for future
• Log-Gaussian Cox processes in infinite-dimensional spaces
• Functional autoregressive process with seasonality
• Bootstrap in semi-functional partial linear regression under dependence
• Long-Range Dependent Curve Time Series
• Prediction in functional regression with discretely observed and noisy covariates
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• Estimating the conditional distribution in functional regression problems
• Preprocessing noisy functional data: a multivariate perspective
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
• Regularised forecasting via smooth-rough partitioning of the regression coefficients
• Detecting trends in time series of functional data: a study of antarctic climate change
• Ridge regression for the functional concurrent model
• Varying coefficient functional autoregressive model with application to the U.S. treasuries
• FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode
• A more powerful test identifying the change in mean of functional data
• Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function
• Evaluating the complexity of some families of functional data
• Functional data analysis in the Banach space of continuous functions
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• Wavelet estimation of the dimensionality of curve time series
• Modeling Time-Varying Random Objects and Dynamic Networks
• Lasso estimation for spherical autoregressive processes
• Tests for conditional heteroscedasticity of functional data
• Improved functional portmanteau tests
• Conditional VAR and Expected Shortfall: A New Functional Approach
• Stock market trend prediction using a functional time series approach
• Additive regression for predictors of various natures and possibly incomplete Hilbertian responses
• Detecting structural breaks in eigensystems of functional time series
• Asymptotics for spherical functional autoregressions
• Additive regression with Hilbertian responses
• Two-sample functional linear models with functional responses
• A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
• Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
• Regression imputation in the functional linear model with missing values in the response
• On the robustification of the kernel estimator of the functional modal regression
• Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
• Change point analysis of covariance functions: a weighted cumulative sum approach
• Consistently recovering the signal from noisy functional data
• Fourier-type tests of mutual independence between functional time series
• Classification from only positive and unlabeled functional data
• A modification of Silverman's method for smoothed functional principal components analysis
• Functional ARCH and GARCH models: a Yule-Walker approach
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
• Testing subspace restrictions in the presence of high dimensional nuisance parameters
• Infinite-dimensional divergence information analysis
• Principal components analysis of regularly varying functions
• Spatial Cox processes in an infinite-dimensional framework
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
• Modeling functional data: a test procedure

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