Pages that link to "Item:Q2512788"

The following pages link to Empirical properties of forecasts with the functional autoregressive model (Q2512788):

Displaying 17 items.

• Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
• Conditional estimation for dependent functional data (Q391792) (← links)
• On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
• Dependent functional data (Q1952694) (← links)
• Detecting a structural change in functional time series using local Wilcoxon statistic (Q2010820) (← links)
• Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
• Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
• Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
• Determining the order of the functional autoregressive model (Q2852484) (← links)
• Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
• Functional prediction of intraday cumulative returns (Q4970962) (← links)
• A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
• A journey from univariate to multivariate functional time series: a comprehensive review (Q6604354) (← links)
• An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves (Q6616619) (← links)
• Variable Selection for the Prediction of <i>C</i>[0,1]-Valued Autoregressive Processes using Reproducing Kernel Hilbert Spaces (Q6621629) (← links)
• Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)
• Functional Autoregression for Sparsely Sampled Data (Q6634844) (← links)