Functional maximum-likelihood estimation of ARH(p) models
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Publication:2002004
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- Order Choice in Nonlinear Autoregressive Models
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Shrinkage estimation for functional principal component scores with application to the population kinetics of plasma folate
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Cited in
(8)- Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- Kalman filtering from POP-based diagonalization of ARH(1)
- Spatial autoregressive and moving average Hilbertian processes
- scientific article; zbMATH DE number 2190878 (Why is no real title available?)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- New compactly supported spatiotemporal covariance functions from SPDEs
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