A nonparametric estimator for the covariance function of functional data
From MaRDI portal
Publication:3465607
Recommendations
- Estimating the Covariance of Fragmented and Other Related Types of Functional Data
- Recovering covariance from functional fragments
- On the nonparametric estimation of covariance functions
- Nonparametric operator-regularized covariance function estimation for functional data
- Oracle-efficient confidence envelopes for covariance functions in dense functional data
Cites work
- A Recursive Algorithm for Mixture of Densities Estimation
- A YIELD‐FACTOR MODEL OF INTEREST RATES
- A selective overview of nonparametric methods in financial econometrics
- A simple lemma on greedy approximation in Hilbert space and convergence rates for projection pursuit regression and neural network training
- Approximation and learning by greedy algorithms
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Asymptotic theory of weakly dependent stochastic processes
- Basic properties of strong mixing conditions. A survey and some open questions
- Boosting for high-dimensional linear models
- Concentration inequalities using the entropy method
- Conditional estimation for dependent functional data
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Curve forecasting by functional autoregression
- Efficient estimation of conditional variance functions in stochastic regression
- Factor-based comparison of groups of curves
- Forecasting the term structure of government bond yields
- Fourier analysis of stationary time series in function space
- Functional Data Analysis for Sparse Longitudinal Data
- Functional Variance Processes
- Functional data analysis for volatility
- Functional data analysis of the dynamics of the monthly index of nondurable goods production.
- Functional linear regression analysis for longitudinal data
- Goodness-of-fit tests for functional data
- Handbook of computational economics. Vol. 1
- Identifying the finite dimensionality of curve time series
- Maximal inequalities via bracketing with adaptive truncation
- Mixing properties of ARMA processes
- Non-strong mixing autoregressive processes
- Nonparametric estimation of variance function for functional data under mixing conditions
- Optimal execution with nonlinear impact functions and trading-enhanced risk
- Properties of principal component methods for functional and longitudinal data analysis
- Regular variation of GARCH processes.
- SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
- Some remarks on greedy algorithms
- Spectral analysis for harmonizable processes
- Universal approximation bounds for superpositions of a sigmoidal function
Cited in
(10)- Greedy algorithms for prediction
- Functional Data Analysis with Covariate-Dependent Mean and Covariance Structures
- Nonparametric operator-regularized covariance function estimation for functional data
- scientific article; zbMATH DE number 679523 (Why is no real title available?)
- An Application ofU-Statistics to Nonparametric Functional Data Analysis
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- Recovering covariance from functional fragments
- Estimation for the prediction of point processes with many covariates
- Estimating the Covariance of Fragmented and Other Related Types of Functional Data
- Covariance estimation error of incomplete functional data under RKHS framework
This page was built for publication: A nonparametric estimator for the covariance function of functional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3465607)