Seasonal functional autoregressive models
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Cites work
- A functional version of the ARCH model
- A note on estimation in Hilbertian linear models
- An introduction to computational stochastic PDEs
- Autoregressive forecasting of some functional climatic variations
- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
- Curve forecasting by functional autoregression
- Determining the order of the functional autoregressive model
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Fourier analysis of stationary time series in function space
- Functional time series approach for forecasting very short-term electricity demand
- scientific article; zbMATH DE number 430432 (Why is no real title available?)
- scientific article; zbMATH DE number 3551792 (Why is no real title available?)
- scientific article; zbMATH DE number 1377487 (Why is no real title available?)
- Improved functional portmanteau tests
- Inference for functional data with applications
- Linear processes in function spaces. Theory and applications
- On the prediction of stationary functional time series
- Portmanteau Test of Independence for Functional Observations
- Robust forecasting of mortality and fertility rates: a functional data approach
- Some Statistical Methods for Comparison of Growth Curves
- Stochastic processes and statistical inference
- Test of independence for functional data
- Testing for periodicity in functional time series
- Testing the stability of the functional autoregressive process
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Time series: theory and methods.
- Weak invariance principles for sums of dependent random functions
- Weakly dependent functional data
- When the data are functions
- White noise testing and model diagnostic checking for functional time series
Cited in
(12)- Estimation of partially nonstationary vector autoregressive models with seasonal behavior
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- Empirical properties of forecasts with the functional autoregressive model
- Convolutional autoregressive models for functional time series
- Flexible Seasonal Time Series Models
- Beta seasonal autoregressive moving average models
- Box-Jenkins Seasonal Models
- scientific article; zbMATH DE number 5054867 (Why is no real title available?)
- Functional time series forecasting: functional singular spectrum analysis approaches
- A journey from univariate to multivariate functional time series: a comprehensive review
- Seasonal periodic autoregressive processes with values in Hilbert spaces
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
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