Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
From MaRDI portal
Besov spacesSobolev spacesBanach spacesHilbert spacesTikhonov-Phillips regularizationWaveletsSingular value decompositionSmoothing splinesAutoregressive Hilbert processesContinuous-time predictionIll-posed inverse problemsSARIMA modelsEl Niño-Southern Oscillations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Ill-posedness and regularization problems in numerical linear algebra (65F22)
Recommendations
Cites work
- scientific article; zbMATH DE number 412139 (Why is no real title available?)
- scientific article; zbMATH DE number 17221 (Why is no real title available?)
- scientific article; zbMATH DE number 3533576 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 1313655 (Why is no real title available?)
- scientific article; zbMATH DE number 1070460 (Why is no real title available?)
- scientific article; zbMATH DE number 1085990 (Why is no real title available?)
- scientific article; zbMATH DE number 1129911 (Why is no real title available?)
- scientific article; zbMATH DE number 1465030 (Why is no real title available?)
- scientific article; zbMATH DE number 946694 (Why is no real title available?)
- scientific article; zbMATH DE number 774882 (Why is no real title available?)
- scientific article; zbMATH DE number 3283746 (Why is no real title available?)
- A family of minimax rates for density estimators in continuous time
- A theory for multiresolution signal decomposition: the wavelet representation
- A wavelet multilevel method for ill-posed problems stabilized by Tikhonov regularization
- Applied functional data analysis. Methods and case studies
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Autoregressive forecasting of some functional climatic variations
- Functional data analysis
- Minimax estimation via wavelet shrinkage
- Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
- On minimax wavelet estimators
- On the regularization of projection methods for solving ill-posed problems
- Regularization of Wavelet Approximations
- Statistical Inverse Estimation in Hilbert Scales
- Ten Lectures on Wavelets
- Wavelet Methods for Curve Estimation
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Wavelet regression for random or irregular design.
- Wavelet-Galerkin methods for ill-posed problems
- Wavelets in statistics: A review
- What Does the Spectral Theorem Say?
Cited in
(50)- Functional Time Series Prediction Under Partial Observation of the Future Curve
- Forecasting non-stationary time series by wavelet process modelling
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model
- Plug-in prediction intervals for a special class of standard ARH(1) processes
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- Nonparametric time series forecasting with dynamic updating
- Estimation of a change-point in the mean function of functional data
- Testing stationarity of functional time series
- Aspects of prediction
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Shape-preserving prediction for stationary functional time series
- A nonparametric test for stationarity in functional time series
- White noise testing and model diagnostic checking for functional time series
- Bandwidth selection for functional time series prediction
- Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
- Recursive nonparametric regression estimation for dependent strong mixing functional data
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Prediction theory for stationary functional time series
- Empirical properties of forecasts with the functional autoregressive model
- A review study of functional autoregressive models with application to energy forecasting
- On the rate of convergence for the autocorrelation operator in functional autoregression
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
- Periodically correlated autoregressive Hilbertian processes
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Functional maximum-likelihood estimation of ARH(\(p\)) models
- Determining the order of the functional autoregressive model
- Sieves estimator of functional autoregressive process
- Bayesian estimation in a high dimensional parameter framework
- Wavelet methods in statistics: some recent developments and their applications
- Spatiotemporal filtering from fractal spatial functional data sequence
- Testing the stability of the functional autoregressive process
- The ARHD model
- Weak convergence in the functional autoregressive model
- Functional wavelet-based modelling of dependence between lupus and stress
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics
- Testing for stationarity of functional time series in the frequency domain
- Detecting deviations from second-order stationarity in locally stationary functional time series
- On a minimum distance estimate of the period in functional autoregressive processes
- Resolvent estimators for functional autoregressive processes with random coefficients
- Fourier analysis of stationary time series in function space
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Asymptotic properties of a component-wise ARH(1) plug-in predictor
- Locally stationary functional time series
- Curve forecasting by functional autoregression
- Weakly dependent functional data
- Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes
- Moving averages in Hilbert spaces
- Estimation of the autoregressive operator by wavelet packets
- Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes
- On the kernel rule for function classification
This page was built for publication: Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1414608)
