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)

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• 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
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• 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
• Principal components analysis of regularly varying functions
• Spatial Cox processes in an infinite-dimensional framework
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
• Modeling functional data: a test procedure
• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
• SPHARMA approximations for stationary functional time series on the sphere
• Parametric estimation for functional autoregressive processes on the sphere
• 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
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• 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
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• 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

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