On a minimum distance estimate of the period in functional autoregressive processes

DOI10.1080/02664763.2012.668178MaRDI QIDQ3168293zbMATH OpenOpenAlexFDO

Authors Wafaa Benyelles, Tahar Mourid

Publication date 30 October 2012

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2012.668178

zbMATH Keywords

functional datasimulationminimum distance estimationperiod estimationfunctional autoregressive processfunctional mean estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Climate science and climate modeling (86A08) Functional data analysis (62R10)

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Cites work

• Applied functional data analysis. Methods and case studies
• Autoregressive forecasting of some functional climatic variations
• Functional data analysis.
• Kernel regression with functional response
• Linear processes in function spaces. Theory and applications
• Nonparametric functional data analysis. Theory and practice.
• Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
• Statistics for functional data
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes

Cited in

(5)

• Functional autoregressive process with seasonality
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• Period estimation of process with autoregressive representation
• scientific article; zbMATH DE number 2123868 (Why is no real title available?)
• scientific article; zbMATH DE number 3976109 (Why is no real title available?)

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