Linear processes in function spaces. Theory and applications

DOI10.1007/978-1-4612-1154-9MaRDI QIDQ1581774zbMATH OpenOpenAlexWikidataFDO

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

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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Cited in

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• Note on conditional mode estimation for functional dependent data
• Estimation of the regression operator from functional fixed-design with correlated errors
• On rate optimal local estimation in functional linear regression
• CLT in functional linear regression models
• A central limit theorem for linear random fields
• On the Geometric Densities of Random Closed Sets
• Functional methods for time series prediction: a nonparametric approach
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating
• Conditional estimation for dependent functional data
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Thresholding projection estimators in functional linear models
• Testing for a change in covariance operator
• Optimal eigen expansions and uniform bounds
• Estimation in functional lagged regression
• Least squares consistent estimates for arbitrary regression functions over an abstract space
• Consistency of the mean and the principal components of spatially distributed functional data
• Weak convergence for the covariance operators of a Hilbertian linear process.
• Linear functional processes and prediction.
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• Electricity consumption prediction with functional linear regression using spline estimators
• Functional linear regression with functional response
• Smoothing splines estimators for functional linear regression
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
• Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
• On unit roots for spatial autoregressive models
• Estimation of the autoregressive operator by wavelet packets
• The Wold decomposition of Hilbertian periodically correlated processes
• The historical functional linear model
• On the effect of noisy measurements of the regressor in functional linear models
• Assessing the Finite Dimensionality of Functional Data
• The central limit theorem for a sequence of random processes with space-varying long memory
• Testing for lack of dependence in the functional linear model
• On the local linear modelization of the conditional distribution for functional data
• Testing the structural stability of temporally dependent functional observations and application to climate projections
• General linear processes in Hilbert spaces and prediction
• Asymptotic normality of locally modelled regression estimator for functional data
• Weak convergence in the functional autoregressive model
• The ARHD model
• Berry-Esseen inequality for linear processes in Hilbert spaces.
• Convolutional autoregressive models for functional time series
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Expectile regression for spatial functional data analysis (sFDA)
• On the integral with respect to the tensor product of two random measures
• A Functional Wavelet–Kernel Approach for Time Series Prediction
• Best estimation of functional linear models
• Identifying the spectral representation of Hilbertian time series
• Smoothing splines estimators in functional linear regression with errors-in-variables
• Rate of convergence for sieve estimator of the operator in ARB(1) process.
• Clustering functional data using wavelets
• On limit theorems for Banach-space-valued linear processes
• Assessing extrema of empirical principal component functions
• Testing equality of means when the observations are from functional time series
• The conditional central limit theorem in Hilbert spaces.
• Asymptotics for random functions moderated by dependent noise
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• On the kernel rule for function classification
• On spatial conditional mode estimation for a functional regressor
• scientific article; zbMATH DE number 2166454 (Why is no real title available?)
• Periodically correlated autoregressive Hilbertian processes
• Functional data clustering via piecewise constant nonparametric density estimation
• Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
• Rates of convergence in the CLT for linear random fields
• Identifying the finite dimensionality of curve time series
• Prediction of autoregressive processes via the reproducing kernel spaces
• Optimal sampling for spatial prediction of functional data
• New compactly supported spatiotemporal covariance functions from SPDEs
• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
• Testing for the mean of random curves: a penalization approach
• On the using of modal curves for radar waveforms classification
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
• Adaptive functional linear regression
• Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process)
• Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
• Monitoring the intraday volatility pattern
• Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function
• Improved functional portmanteau tests
• Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
• Evaluating the complexity of some families of functional data
• Two-sample functional linear models with functional responses
• Additive regression for predictors of various natures and possibly incomplete Hilbertian responses
• Detecting structural breaks in eigensystems of functional time series
• Regularised forecasting via smooth-rough partitioning of the regression coefficients
• Inference for the lagged cross-covariance operator between functional time series
• Bootstrap in semi-functional partial linear regression under dependence
• A modification of Silverman's method for smoothed functional principal components analysis
• 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
• Regression imputation in the functional linear model with missing values in the response
• Modeling Time-Varying Random Objects and Dynamic Networks
• Functional data analysis in the Banach space of continuous functions
• Asymptotics for spherical functional autoregressions
• Modeling functional data: a test procedure
• Lasso estimation for spherical autoregressive processes
• Tests for conditional heteroscedasticity of functional data
• 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

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