Linear processes in function spaces. Theory and applications
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Publication:1581774
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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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
- On Properties of Functional Principal Components Analysis
- Recent advances in functional data analysis and high-dimensional statistics
- A universal kriging predictor for spatially dependent functional data of a Hilbert space
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Generalized linear model with functional predictors and their derivatives
- On the validity of the bootstrap in non-parametric functional regression
- Bandwidth selection for functional time series prediction
- High-dimensional principal projections
- Dimension reduction in functional regression with applications
- Functional data analysis for density functions by transformation to a Hilbert space
- Two sample inference in functional linear models
- Statistics for functional data
- A survey of functional principal component analysis
- Asymptotic normality of a robust estimator of the regression function for functional time series data
- A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Recursive kernel estimate of the conditional quantile for functional ergodic data
- Modified kernel regression estimation with functional time series data
- Generalized spectral tests for the martingale difference hypothesis
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- Note on conditional quantiles for functional ergodic data
- Generalized Gaussian process regression model for non-Gaussian functional data
- Wasserstein Regression
- Functional linear regression with points of impact
- Inference and Prediction in Large Dimensions
- Hilbertian spatial periodically correlated first order autoregressive models
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- A test of significance in functional quadratic regression
- Nonparametric quantile regression estimation for functional dependent data
- Kernel regression with functional response
- Properties of principal component methods for functional and longitudinal data analysis
- Covariate adjusted functional principal components analysis for longitudinal data
- Recent developments in complex and spatially correlated functional data
- A functional linear model for time series prediction with exogenous variables
- Regression when both response and predictor are functions
- A functional data analysis approach for genetic association studies
- Sieve bootstrap for functional time series
- Kernel regression estimation in a Banach space
- Robust depth-based estimation of the functional autoregressive model
- Fourier analysis of stationary time series in function space
- Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Functional generalized autoregressive conditional heteroskedasticity
- White noise testing and model diagnostic checking for functional time series
- Testing the equality of covariance operators in functional samples
- Asymptotics of prediction in functional linear regression with functional outputs
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