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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• 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
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Dependent functional data
• Aspects of prediction
• Local polynomial estimation of regression operators from functional data with correlated errors
• On functional data analysis and related topics
• Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional
• Testing for serial independence of panel errors
• Testing for lack-of-fit in functional regression models against general alternatives
• Regression models with correlated errors based on functional random design
• Quadratic forms of the empirical processes for the two-sample problem for functional data
• Coherent mortality forecasting by the weighted multilevel functional principal component approach
• Nonparametric M-estimation for functional stationary ergodic data
• Seasonal functional autoregressive models
• Regression operator estimation by delta-sequences method for functional data and its applications
• Description length and dimensionality reduction in functional data analysis
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
• Functional envelope for model-free sufficient dimension reduction
• Recursive estimation of the conditional geometric median in Hilbert spaces
• Conditional mode estimation for functional stationary ergodic data with responses missing at random
• Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
• Functional prediction of intraday cumulative returns
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Local and global temporal correlations for longitudinal data
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series
• Comparison between spatio‐temporal random processes and application to climate model data
• Local linear regression modelization when all variables are curves
• Higher-order accurate spectral density estimation of functional time series
• An Application ofU-Statistics to Nonparametric Functional Data Analysis
• Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
• Sieves estimator of the operator of a functional autoregressive process
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
• Resolvent estimators for functional autoregressive processes with random coefficients
• PCA-based estimation for functional linear regression with functional responses
• Bootstrap for \(U\)-statistics: a new approach
• A bootstrap-based KPSS test for functional time series
• Estimation of partial derivative functionals with application to human mortality data analysis
• Data-driven smooth tests for the martingale difference hypothesis
• Nonstationarity in time series of state densities
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
• Nonparametric modelling for functional data: selected survey and tracks for future
• Log-Gaussian Cox processes in infinite-dimensional spaces
• Functional autoregressive process with seasonality
• A nonparametric distribution-free test for serial independence of errors
• 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

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