Pages that link to "Item:Q1581774"

The following pages link to Linear processes in function spaces. Theory and applications (Q1581774):

Displaying 50 items.

• Statistics of seasonality perturbed by time continuous processes with autoregressive representation (Q1608704) (← links)
• Robust depth-based estimation of the functional autoregressive model (Q1615262) (← links)
• A survey of functional principal component analysis (Q1621666) (← links)
• Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional (Q1621961) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• Regression operator estimation by delta-sequences method for functional data and its applications (Q1633257) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
• Mixture of functional linear models and its application to CO\(_2\)-GDP functional data (Q1659351) (← links)
• Local and global temporal correlations for longitudinal data (Q1661323) (← links)
• Functional linear regression with functional response (Q1676375) (← links)
• PCA-based estimation for functional linear regression with functional responses (Q1686150) (← links)
• Functional envelope for model-free sufficient dimension reduction (Q1686151) (← links)
• Monitoring the intraday volatility pattern (Q1695559) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Bootstrap methods for stationary functional time series (Q1702275) (← links)
• Functional data analysis by matrix completion (Q1731742) (← links)
• Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
• Local polynomial estimation of regression operators from functional data with correlated errors (Q1733272) (← links)
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
• Commuter of operators in a Hilbert space (Q1733285) (← links)
• Estimation and testing for partially functional linear errors-in-variables models (Q1733291) (← links)
• Ridge regression for the functional concurrent model (Q1746549) (← links)
• A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients (Q1755118) (← links)
• Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process. (Q1764522) (← links)
• Weak convergence for the covariance operators of a Hilbertian linear process. (Q1766074) (← links)
• Perturbation of functional tensors with applications to covariance operators. (Q1871228) (← links)
• On spectral and random measures associated to discrete and continuous-time processes (Q1871266) (← links)
• Kernel regression estimation when the regressor takes values in metric space (Q1871541) (← links)
• Functional nonparametric model for time series: a fractal approach for dimension reduction (Q1872865) (← links)
• Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
• Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
• Recursive estimation of the conditional geometric median in Hilbert spaces (Q1950915) (← links)
• On rate optimal local estimation in functional linear regression (Q1951108) (← links)
• Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses (Q1952171) (← links)
• Kernel regression with functional response (Q1952179) (← links)
• Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
• Dependent functional data (Q1952694) (← links)
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) (← links)
• Principal component analysis for functional data on Riemannian manifolds and spheres (Q1990583) (← links)
• Sieve bootstrap for functional time series (Q1990591) (← links)
• Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
• Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants (Q2006646) (← links)
• A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
• Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
• Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
• Lasso estimation for spherical autoregressive processes (Q2029797) (← links)