Functional Autoregression for Sparsely Sampled Data
From MaRDI portal
Publication:6634844
Cites work
- scientific article; zbMATH DE number 1522714 (Why is no real title available?)
- A simple and efficient simulation smoother for state space time series analysis
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
- Autoregressive forecasting of some functional climatic variations
- BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
- Bayesian covariance estimation and inference in latent Gaussian process models
- Bayesian forecasting and dynamic models.
- Bayesian functional ANOVA modeling using Gaussian process prior distributions
- Curve forecasting by functional autoregression
- Dependent functional data
- Determining the order of the functional autoregressive model
- Dynamic functional data analysis with non-parametric state space models
- Empirical properties of forecasts with the functional autoregressive model
- Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
- Forecasting the term structure of government bond yields
- Functional Data Analysis for Sparse Longitudinal Data
- Functional dynamic factor models with application to yield curve forecasting
- Functional linear model
- Gaussian processes for machine learning.
- Hierarchical models for assessing variability among functions
- Inference for functional data with applications
- Linear processes in function spaces. Theory and applications
- ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
- On the prediction of stationary functional time series
- Penalized Gaussian process regression and classification for high-dimensional nonlinear data
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Robust forecasting of mortality and fertility rates: a functional data approach
- Statistics for spatio-temporal data
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- The macroeconomy and the yield curve: a dynamic latent factor approach
- Thin Plate Regression Splines
- Variable selection for regression models
Cited in
(3)
This page was built for publication: Functional Autoregression for Sparsely Sampled Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6634844)