scientific article; zbMATH DE number 17221
From MaRDI portal
Publication:3973918
zbMATH Open0737.62032MaRDI QIDQ3973918FDOQ3973918
Authors: Denis Bosq 
Publication date: 26 June 1992
Title of this publication is not available (Why is that?)
Recommendations
predictionrate of convergenceeigenvectorsmixingalmost sure convergenceautocorrelation operatorcovariance operatorcontinuous-time processcross estimator covarianceHilbert-space-valued autoregressive process
Cited In (65)
- On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
- Title not available (Why is that?)
- A review study of functional autoregressive models with application to energy forecasting
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
- Title not available (Why is that?)
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
- On the functional regression model and its finite-dimensional approximations
- Functional contour regression
- Wasserstein Regression
- An ANOVA test for functional data
- Structural components in functional data
- Functional linear model
- A functional Hodrick-Prescott filter
- Generalized linear model with functional predictors and their derivatives
- Plug-in prediction intervals for a special class of standard ARH(1) processes
- Functional \(k\)-means inverse regression
- Regression when both response and predictor are functions
- Detecting trends in time series of functional data: a study of antarctic climate change
- Structural test in regression on functional variables
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Asymptotic properties of principal component projections with repeated eigenvalues
- Dimension reduction in functional regression with applications
- Estimation in generalized linear models for functional data via penalized likelihood
- Properties of principal component methods for functional and longitudinal data analysis
- Dimension reduction for functional regression with a binary response
- Estimation and Prediction of Functional Autoregressive Processes
- Forecasting PC-ARIMA models for functional data
- Dimension reduction in functional regression with categorical predictor
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- On the rate of convergence for the autocorrelation operator in functional autoregression
- Functional maximum-likelihood estimation of ARH(\(p\)) models
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
- Functional sliced inverse regression analysis
- The ARHD model
- Weak convergence in the functional autoregressive model
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics
- Nonparametric prediction of a Hilbert space valued random variable
- Title not available (Why is that?)
- Central limit theorem for linear processes with values in Hilbert space
- Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
- Extrapolation of real-time processes by their structural properties
- Limit theorems for \(D[0,1]\)-valued autoregressive processes
- Nonparametric estimation and prediction for continuous time processes
- A partial overview of the theory of statistics with functional data
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
- On the equivalence of the measures induced by banach valued gaussian autoregressive processes
- Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach
- Some laws of the iterated logarithm in Hilbertian autoregressive models
- Testing for the mean of random curves: a penalization approach
- Title not available (Why is that?)
- Optimal nonlinear transformations of random variables
- Multi-spectral decomposition of functional autoregressive models
- Advances on asymptotic normality in non-parametric functional time series analysis
- A note on estimation in Hilbertian linear models
- Robust nonparametric estimation for functional data
- Theory for high-order bounds in functional principal components analysis
- Estimation and prediction of a Banach valued autoregressive process.
- Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes
- Continuous Time Modeling in the Behavioral and Related Sciences
- Moving averages in Hilbert spaces
- Estimation of the autoregressive operator by wavelet packets
- Forecasting with unequally spaced data by a functional principal component approach
- Quadratic error of the conditional quantile for functional data in the local linear estimation with missing at random
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973918)
