Approximation of estimators in the PCA of a stochastic process using B-splines
DOI10.1080/03610919608813336zbMATH Open0937.62602OpenAlexW2086248341MaRDI QIDQ4337286FDOQ4337286
Ramón Gutiérrez, Mariano J. Valderrama, Ana M. Aguilera
Publication date: 24 August 1997
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919608813336
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Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes (62M99) Non-Markovian processes: estimation (62M09)
Cites Work
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- Principal components analysis of sampled functions
- Kalman filtering on approximate state-space models
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- Principal Modes of Variation for Processes with Continuous Sample Curves
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- Splines in Statistics
- Data analysis for numerical and categorical individual time-series
Cited In (21)
- Functional estimation incorporating prior correlation information
- Regression models for functional data by reproducing kernel Hilbert spaces methods
- A survey of functional principal component analysis
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Stochastic modeling of random access memories reset transitions
- Functional PCA and base-line logit models
- Computational approaches to estimation in the principal component analysis of a stochastic process
- Derivation of a state-space model by functional data analysis
- Computational considerations in functional principal component analysis
- Functional PLS logit regression model
- Functional estimation of the random rate of a Cox process
- Penalized PCA approaches for B-spline expansions of smooth functional data
- Approximation par moyennage de l'analyse en composantes principales d'un processus stochastique
- On the structure of the stochastic processes of mortgages in Spain
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis
- Stochastic modelling for evolution of stock prices by means of functional principal component analysis
- Forecasting PC-ARIMA Models for Functional Data
- Penalized spline approaches for functional logit regression
- Generalized linear models for geometrical current predictors: An application to predict garment fit
- Explaining functional principal component analysis to actuarial science with an example on vehicle insurance
- Forecasting with unequally spaced data by a functional principal component approach
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