Pages that link to "Item:Q1581774"

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

Displaying 50 items.

• Sieves estimator of the operator of a functional autoregressive process (Q2489794) (← links)
• A sufficient condition for the CLT in the space of nuclear operators -- application to covariance of random functions (Q2497812) (← links)
• Properties of principal component methods for functional and longitudinal data analysis (Q2500460) (← links)
• Assessing extrema of empirical principal component functions (Q2500461) (← links)
• Asymptotic normality of a robust estimator of the regression function for functional time series data (Q2511745) (← links)
• Empirical properties of forecasts with the functional autoregressive model (Q2512788) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• High-dimensional principal projections (Q2514169) (← links)
• Estimation of the autoregressive operator by wavelet packets (Q2518950) (← links)
• Rate of convergence for sieve estimator of the operator in ARB(1) process. (Q2568350) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• Local linear estimation of the regression function with Hilbertian variables (Q2630184) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• Asymptotics for spherical functional autoregressions (Q2656599) (← links)
• Smooth LASSO estimator for the function-on-function linear regression model (Q2674500) (← links)
• Inference for dependent error functional data with application to event-related potentials (Q2677133) (← links)
• Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
• SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
• Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral (Q2787229) (← links)
• Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality (Q2796935) (← links)
• Asymptotic normality of locally modelled regression estimator for functional data (Q2811270) (← links)
• The conditional cumulative distribution function in single functional index model (Q2816665) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Determining the order of the functional autoregressive model (Q2852484) (← links)
• Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space (Q2864662) (← links)
• Sequentiel testing for the stability of high-frequency portfolio betas (Q2909249) (← links)
• Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis (Q2932767) (← links)
• TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
• Conditional mode estimation for functional stationary ergodic data with responses missing at random (Q2953443) (← links)
• Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
• A stochastic procedure to solve linear ill-posed problems (Q2979623) (← links)
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes (Q2980133) (← links)
• Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
• On the Validity of the Bootstrap in Non-Parametric Functional Regression (Q3077797) (← links)
• A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI (Q3121557) (← links)
• Least Squares Consistent Estimates for Arbitrary Regression Functions Over an Abstract Space (Q3167834) (← links)
• On a minimum distance estimate of the period in functional autoregressive processes (Q3168293) (← links)
• Nonparametric Quantile Regression Estimation for Functional Dependent Data (Q3168531) (← links)
• An Application of<i>U</i>-Statistics to Nonparametric Functional Data Analysis (Q3168550) (← links)
• Recursive kernel estimate of the conditional quantile for functional ergodic data (Q3178622) (← links)
• Empirical Dynamics and Functional Data Analysis (Q3298467) (← links)
• Pseudo-metrics as Interesting Tool in Nonparametric Functional Regression (Q3300626) (← links)
• The Wold decomposition of Hilbertian periodically correlated processes (Q3386936) (← links)
• FUNCTIONAL MODELLING OF TELECOMMUNICATIONS DATA (Q3391418) (← links)
• Assessing the Finite Dimensionality of Functional Data (Q3408555) (← links)
• A Functional Wavelet–Kernel Approach for Time Series Prediction (Q3442941) (← links)
• Penalized contrast estimation in functional linear models with circular data (Q3462157) (← links)
• On Linear Operations on Stationary and Non Stationary Random Processes (Q3462355) (← links)