Pages that link to "Item:Q2489794"
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The following pages link to Sieves estimator of the operator of a functional autoregressive process (Q2489794):
Displaying 10 items.
- Sieves estimator of functional autoregressive process (Q1650297) (← links)
- Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
- Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371) (← links)
- Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes (Q6123495) (← links)
- A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves (Q6616619) (← links)
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)
