Pages that link to "Item:Q1581774"
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The following pages link to Linear processes in function spaces. Theory and applications (Q1581774):
Displaying 50 items.
- Covariate balancing functional propensity score for functional treatments in cross-sectional observational studies (Q2242173) (← links)
- SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
- Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
- A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
- On the local linear modelization of the conditional distribution for functional data (Q2257033) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors (Q2273187) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
- Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate (Q2280619) (← links)
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
- Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship (Q2283648) (← links)
- Intrinsic Riemannian functional data analysis (Q2284383) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Composite quantile estimation in partial functional linear regression model with dependent errors (Q2312031) (← links)
- Regression imputation in the functional linear model with missing values in the response (Q2317298) (← links)
- A modification of Silverman's method for smoothed functional principal components analysis (Q2320911) (← links)
- Functional local linear estimate for functional relative-error regression (Q2321814) (← links)
- Best linear predictor of a \(C_{[0, 1]}\)-valued functional autoregressive process (Q2322611) (← links)
- A recursive kernel estimate of the functional modal regression under ergodic dependence condition (Q2323183) (← links)
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes (Q2340309) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
- Description length and dimensionality reduction in functional data analysis (Q2361186) (← links)
- Local linear regression modelization when all variables are curves (Q2374584) (← links)
- Covariate adjusted functional principal components analysis for longitudinal data (Q2380101) (← links)
- Operational and Banach space-valued random measures. Application to stationary series (Q2382301) (← links)
- The central limit theorem for a sequence of random processes with space-varying long memory (Q2393663) (← links)
- Regression models with correlated errors based on functional random design (Q2398076) (← links)
- Quadratic forms of the empirical processes for the two-sample problem for functional data (Q2404163) (← links)
- Exact tests for the means of Gaussian stochastic processes (Q2406811) (← links)
- Bootstrap in semi-functional partial linear regression under dependence (Q2414880) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Modeling functional data: a test procedure (Q2418049) (← links)
- On visual distances for spectrum-type functional data (Q2418283) (← links)
- Functional data clustering: a survey (Q2418370) (← links)
- Hilbertian spatial periodically correlated first order autoregressive models (Q2418373) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- A test of significance in functional quadratic regression (Q2435237) (← links)
- Asymptotics of prediction in functional linear regression with functional outputs (Q2435255) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- A functional data analysis approach for genetic association studies (Q2453682) (← links)
- Nonparametric time series prediction: A semi-functional partial linear modeling (Q2482131) (← links)