Linear processes in function spaces. Theory and applications
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Publication:1581774
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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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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- Factor modeling of multivariate time series: a frequency components approach
- The Maximum of the Periodogram of a Sequence of Functional Data
- Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants
- Functional local linear estimate for functional relative-error regression
- Nonparametric time series forecasting with dynamic updating
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- Penalized contrast estimation in functional linear models with circular data
- Uniform consistency rate of \(k\)NN regression estimation for functional time series data
- Oracally efficient estimation for dense functional data with holiday effects
- A partition Dirichlet process model for functional data analysis
- Spatial local linear estimation of the L1-conditional quantiles for functional regressors
- Statistical Inference for Functional Time Series
- Intrinsic Riemannian functional data analysis
- Nonparametric regression for locally stationary functional time series
- Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
- Nonparametric regression for functional response and functional regressor under dependance
- Bayesian estimation in a high dimensional parameter framework
- Sampled forms of functional PCA in reproducing kernel Hilbert spaces
- Simultaneous inference of the mean of functional time series
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- Conditional Functional Principal Components Analysis
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- Properties of design-based functional principal components analysis
- Tensorial products of functional ARMA processes
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- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
- Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
- A note on random perturbations of a multiple eigenvalue of a Hermitian operator
- Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices
- Testing for stationarity of functional time series in the frequency domain
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- A test of linearity in partial functional linear regression
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- Empirical dynamics and functional data analysis
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- Locally stationary functional time series
- Perturbation of functional tensors with applications to covariance operators.
- Bootstrap methods for stationary functional time series
- SPDE bridges with observation noise and their spatial approximation
- Bootstrap in semi-functional partial linear regression under dependence
- 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
- 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
- Long-range dependent curve time series
- Improved functional portmanteau tests
- Inference for the lagged cross-covariance operator between functional time series
- 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
- Conditional VAR and expected shortfall: a new functional approach
- 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
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