Functional maximum-likelihood estimation of ARH(p) models
DOI10.1007/S00477-009-0306-2zbMATH Open1416.62525OpenAlexW2032915671MaRDI QIDQ2002004FDOQ2002004
Authors: María D. Ruiz-Medina, Román Salmerón 
Publication date: 11 July 2019
Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00477-009-0306-2
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dimension reductionsingular value decompositionmaximum-likelihood estimationfinite-dimensional approximationfunctional parametersautoregressive Hilbertian modelsspatial functional data sequence
Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (8)
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- Title not available (Why is that?)
- Kalman filtering from POP-based diagonalization of ARH(1)
- Spatial autoregressive and moving average Hilbertian processes
- New compactly supported spatiotemporal covariance functions from SPDEs
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
Uses Software
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