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)

Cited In (only showing first 100 items - show all)

• Conditional estimation for dependent functional data
• Testing for a change in covariance operator
• Testing for lack of dependence in the functional linear model
• The Wold decomposition of Hilbertian periodically correlated processes
• On limit theorems for Banach-space-valued linear processes
• Rates of convergence in the CLT for linear random fields
• On the using of modal curves for radar waveforms classification
• On rate optimal local estimation in functional linear regression
• Assessing the Finite Dimensionality of Functional Data
• A Functional Wavelet–Kernel Approach for Time Series Prediction
• On the integral with respect to the tensor product of two random measures
• Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
• The historical functional linear model
• Electricity consumption prediction with functional linear regression using spline estimators
• Assessing extrema of empirical principal component functions
• Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
• On the Geometric Densities of Random Closed Sets
• On unit roots for spatial autoregressive models
• Optimal sampling for spatial prediction of functional data
• New compactly supported spatiotemporal covariance functions from SPDEs
• Least squares consistent estimates for arbitrary regression functions over an abstract space
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
• Note on conditional mode estimation for functional dependent data
• Convolutional autoregressive models for functional time series
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Title not available (Why is that?)
• On spatial conditional mode estimation for a functional regressor
• Periodically correlated autoregressive Hilbertian processes
• Functional data clustering via piecewise constant nonparametric density estimation
• Best estimation of functional linear models
• Identifying the spectral representation of Hilbertian time series
• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
• CLT in functional linear regression models
• A central limit theorem for linear random fields
• Estimation of the regression operator from functional fixed-design with correlated errors
• Functional linear regression with functional response
• The central limit theorem for a sequence of random processes with space-varying long memory
• Asymptotic normality of locally modelled regression estimator for functional data
• Asymptotics for random functions moderated by dependent noise
• Identifying the finite dimensionality of curve time series
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• Smoothing splines estimators for functional linear regression
• Smoothing splines estimators in functional linear regression with errors-in-variables
• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• General linear processes in Hilbert spaces and prediction
• The ARHD model
• Weak convergence in the functional autoregressive model
• Linear functional processes and prediction.
• Optimal eigen expansions and uniform bounds
• Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process)
• Weak convergence for the covariance operators of a Hilbertian linear process.
• Expectile regression for spatial functional data analysis (sFDA)
• Prediction of autoregressive processes via the reproducing kernel spaces
• Adaptive functional linear regression
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
• Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces
• On the effect of noisy measurements of the regressor in functional linear models
• On the local linear modelization of the conditional distribution for functional data
• Clustering functional data using wavelets
• Testing for the mean of random curves: a penalization approach
• Testing the structural stability of temporally dependent functional observations and application to climate projections
• Consistency of the mean and the principal components of spatially distributed functional data
• Functional methods for time series prediction: a nonparametric approach
• Testing equality of means when the observations are from functional time series
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Thresholding projection estimators in functional linear models
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• Monitoring the intraday volatility pattern
• Estimation of the autoregressive operator by wavelet packets
• Rate of convergence for sieve estimator of the operator in ARB(1) process.
• The conditional central limit theorem in Hilbert spaces.
• Estimation in functional lagged regression
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
• Berry-Esseen inequality for linear processes in Hilbert spaces.
• On the kernel rule for function classification
• Sequentiel testing for the stability of high-frequency portfolio betas
• A stochastic procedure to solve linear ill-posed problems
• Conjugate processes: theory and application to risk forecasting
• Sparse functional principal component analysis in a new regression framework
• 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
• Title not available (Why is that?)
• 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

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