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)
Cited In (only showing first 100 items - show all)
- Wasserstein Regression
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- Functional generalized autoregressive conditional heteroskedasticity
- A functional Hodrick-Prescott filter
- A survey of functional principal component analysis
- Inference and Prediction in Large Dimensions
- Sieve bootstrap for functional time series
- Recent advances in functional data analysis and high-dimensional statistics
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Generalized linear model with functional predictors and their derivatives
- Robust depth-based estimation of the functional autoregressive model
- Empirical dynamics for longitudinal data
- Spatial autoregressive and moving average Hilbertian processes
- Functional data: local linear estimation of the conditional density and its application
- Functional data clustering: a survey
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- A functional linear model for time series prediction with exogenous variables
- Regression when both response and predictor are functions
- On the lack of power of omnibus specification tests
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Principal component analysis for functional data on Riemannian manifolds and spheres
- Modified kernel regression estimation with functional time series data
- Generalized spectral tests for the martingale difference hypothesis
- Note on conditional quantiles for functional ergodic data
- Two sample inference for the second-order property of temporally dependent functional data
- Relation between unit operators proximity and their associated spectral measures
- Quantile regression when the covariates are functions
- Mixture of functional linear models and its application to CO\(_2\)-GDP functional data
- Structural test in regression on functional variables
- Stochastic geometric models, and related statistical issues in tumour-induced angiogenesis
- Local linear regression for functional data
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- Extensions of some classical methods in change point analysis
- On projection methods for functional time series forecasting
- Generalized Gaussian process regression model for non-Gaussian functional data
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- White noise testing and model diagnostic checking for functional time series
- Non-asymptotic adaptive prediction in functional linear models
- Some properties of canonical correlations and variates in infinite dimensions
- On the optimal reconstruction of partially observed functional data
- Bandwidth selection for functional time series prediction
- Dimension reduction in functional regression with applications
- Statistics for functional data
- Covariate adjusted functional principal components analysis for longitudinal data
- A functional data analysis approach for genetic association studies
- Kernel regression estimation in a Banach space
- Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Properties of principal component methods for functional and longitudinal data analysis
- A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
- Empirical properties of forecasts with the functional autoregressive model
- A Darling-Erdős-type CUSUM-procedure for functional data
- Exact tests for the means of Gaussian stochastic processes
- Determining the order of the functional autoregressive model
- Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process.
- On the validity of the bootstrap in non-parametric functional regression
- Nonparametric quantile regression estimation for functional dependent data
- Testing the equality of covariance operators in functional samples
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- On spectral and random measures associated to discrete and continuous-time processes
- Kernel regression with functional response
- Heterogeneous spatial dynamical regression in a Hilbert-valued context
- A test of significance in functional quadratic regression
- Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
- On estimation of mean and covariance functions in repeated time series with long-memory errors
- Hilbertian spatial periodically correlated first order autoregressive models
- Asymptotics of prediction in functional linear regression with functional outputs
- Nonparametric time series prediction: A semi-functional partial linear modeling
- High-dimensional principal projections
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Asymptotic normality of a robust estimator of the regression function for functional time series data
- Fast estimation of the median covariation matrix with application to online robust principal components analysis
- Two sample inference in functional linear models
- Fourier analysis of stationary time series in function space
- Sparse estimation in functional linear regression
- Bivariate splines for spatial functional regression models
- On Properties of Functional Principal Components Analysis
- Functional linear regression with points of impact
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- An innovations algorithm for the prediction of functional linear processes
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- A universal kriging predictor for spatially dependent functional data of a Hilbert space
- Recursive kernel estimate of the conditional quantile for functional ergodic data
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- Recent developments in complex and spatially correlated functional data
- Curve forecasting by functional autoregression
- Weakly dependent functional data
- Estimation in functional regression for general exponential families
- Functional data analysis for density functions by transformation to a Hilbert space
- 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
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