Continuously dynamic additive models for functional data

DOI10.1016/j.jmva.2016.05.003zbMath1346.62080OpenAlexW2354155497MaRDI QIDQ739578

Zhong-yi Zhu, HaiQiang Ma

Publication date: 18 August 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.003

zbMATH Keywords

stochastic processpenalized least squarescontinuously dynamic additive modelstensor splinevolatility prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20)

Related Items

Estimation and Model Selection for Nonparametric Function-on-Function Regression, Time-dynamic varying coefficient models for longitudinal data, Modern nonlinear function-on-function regression, Nonlinear Functional Modeling Using Neural Networks, Optimal prediction for additive function-on-function regression

Uses Software

• gamair

Cites Work

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