On distributional autoregression and iterated transportation
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Publication:6604026
DOI10.1111/JTSA.12736MaRDI QIDQ6604026FDOQ6604026
Authors: Laya Ghodrati, Victor M. Panaretos 
Publication date: 12 September 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Inference from stochastic processes and spectral analysis (62M15) Functional data analysis (62R10) Basic linear algebra (15A99) Sample path properties (60G17) Inference from stochastic processes (62Mxx)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Uniform Convergence in Probability and Stochastic Equicontinuity
- An invitation to statistics in Wasserstein space
- Inference for Density Families Using Functional Principal Component Analysis
- Dimensionality reduction when data are density functions
- Functional data analysis for density functions by transformation to a Hilbert space
- Fréchet means and Procrustes analysis in Wasserstein space
- Amplitude and phase variation of point processes
- Distribution-on-distribution regression via optimal transport maps
- Limit theorems for iterated random functions
- Iterated Random Functions
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Monge-Kantorovich depth, quantiles, ranks and signs
- Methodology and convergence rates for functional time series regression
- Testing for stationarity of functional time series in the frequency domain
- Upper and lower risk bounds for estimating the Wasserstein barycenter of random measures on the real line
- PCA-based estimation for functional linear regression with functional responses
- A nonparametric test for stationarity in functional time series
- Wasserstein autoregressive models for density time series
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