A functional linear model for time series prediction with exogenous variables
DOI10.1016/J.SPL.2012.02.009zbMATH Open1241.62124OpenAlexW2094942690MaRDI QIDQ433596FDOQ433596
Publication date: 5 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.009
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Inference from stochastic processes and prediction (62M20) Numerical computation using splines (65D07)
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- Varying-Coefficient Functional Linear Regression Models
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Cited In (10)
- Functional additive regression
- Choosing the most relevant level sets for depicting a sample of densities
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Regularised forecasting via smooth-rough partitioning of the regression coefficients
- Peak-Load Forecasting Using a Functional Semi-Parametric Approach
- Classification methods for Hilbert data based on surrogate density
- Generalized additive models for functional data
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression
- Interaction models for functional regression
- Multivariate functional linear regression and prediction
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