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

DOI10.1080/02664763.2012.668178zbMATH Open1474.62304OpenAlexW2006974270MaRDI QIDQ3168293FDOQ3168293

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

Recommendations

• Period estimation of process with autoregressive representation
• scientific article; zbMATH DE number 2123868
• On periodic autoregressive processes estimation
• Estimation and Prediction of Functional Autoregressive Processes
• Estimators in periodically observed autoregressive models.

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)

Cites Work

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

Cited In (5)

• Period estimation of process with autoregressive representation
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Functional autoregressive process with seasonality

This page was built for publication: On a minimum distance estimate of the period in functional autoregressive processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3168293)