scientific article; zbMATH DE number 1916979
From MaRDI portal
Publication:4808118
zbMath1019.62089MaRDI QIDQ4808118
Algirdas Laukaitis, Alfredas Račkauskas
Publication date: 26 May 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
B-splineshigh frequency dataFourier basesfunctional AR modelcredit cards payment systemfunctional dat analysis
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items
White noise testing and model diagnostic checking for functional time series ⋮ Improved functional portmanteau tests ⋮ Optimal dynamic spatial sampling ⋮ Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes ⋮ Functional data analysis for clients segmentation tasks ⋮ Estimation of the autoregressive operator by wavelet packets ⋮ Two sample inference in functional linear models ⋮ Testing the stability of the functional autoregressive process ⋮ Determining the order of the functional autoregressive model
Uses Software
