The functional singular value decomposition for bivariate stochastic processes

DOI10.1016/j.csda.2009.07.024zbMath1284.62517arXiv1211.7336OpenAlexW2007753050MaRDI QIDQ2445583

Daniel Gervini

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.7336

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Function-on-function regression for two-dimensional functional data ⋮ Robust regularized singular value decomposition with application to mortality data ⋮ Adaptive Inference for the Bivariate Mean Function in Functional Data

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