Pages that link to "Item:Q4526870"
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The following pages link to A family of minimax rates for density estimators in continuous time (Q4526870):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- On the functional Hodrick-Prescott filter with non-compact operators (Q254482) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Kriging for Hilbert-space valued random fields: the operatorial point of view (Q268732) (← links)
- Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
- Gap between orthogonal projectors -- application to stationary processes (Q268775) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
- Local asymptotic normality of Hilbertian autoregressive processes (Q282874) (← links)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
- A randomness test for functional panels (Q311801) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Test of independence for functional data (Q391591) (← links)
- Functional generalized linear moduls with derivative (Q404434) (← links)
- Detecting and estimating changes in dependent functional data (Q432320) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem (Q504897) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- Frequency polygons for continuous random fields (Q625317) (← links)
- Functional data analysis for clients segmentation tasks (Q704082) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Functional regression of continuous state distributions (Q738165) (← links)
- Some asymptotic theory for functional regression and classification (Q764787) (← links)
- Boosting for real and functional samples: an application to an environmental problem (Q839450) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- Functional regression with repeated eigenvalues (Q900921) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- Kalman filtering from POP-based diagonalization of ARH(1) (Q1020165) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
- Adaptive estimation of density with sampled observations. (Q1420160) (← links)
- Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
- Estimation and prediction of a Banach valued autoregressive process. (Q1565881) (← links)
- Nonparametric regression for mixing functional random variables (Q1598491) (← links)
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes (Q1612934) (← links)
- On dimension reduction models for functional data (Q1642412) (← links)
- Sieves estimator of functional autoregressive process (Q1650297) (← links)
- A note on strong-consistency of componentwise ARH(1) predictors (Q1726790) (← links)
- Cointegrated linear processes in Bayes Hilbert space (Q1726899) (← links)
- Describing the concentration of income populations by functional principal component analysis on Lorenz curves (Q1733264) (← links)
- Strongly consistent autoregressive predictors in abstract Banach spaces (Q1733280) (← links)
- Multi-spectral decomposition of functional autoregressive models (Q1741079) (← links)
- Limit theorems for Hilbert space-valued linear processes under long range dependence (Q1747782) (← links)
- Some laws of the iterated logarithm in Hilbertian autoregressive models (Q1765623) (← links)
- Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
- Detecting a structural change in functional time series using local Wilcoxon statistic (Q2010820) (← links)
- Asymptotic normality of sums of Hilbert space valued random elements (Q2041371) (← links)
