Pages that link to "Item:Q1581774"

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

Displaying 50 items.

• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function (Q5240635) (← links)
• Aspects of prediction (Q5245624) (← links)
• Randomly censored quantile regression estimation using functional stationary ergodic data (Q5256278) (← links)
• Estimation in Functional Lagged Regression (Q5256819) (← links)
• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
• Heterogeneous Spatial Dynamical Regression in a Hilbert-Valued Context (Q5298848) (← links)
• Functional data: local linear estimation of the conditional density and its application (Q5299461) (← links)
• Conditional Functional Principal Components Analysis (Q5430583) (← links)
• On Properties of Functional Principal Components Analysis (Q5434734) (← links)
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data (Q5457946) (← links)
• Statistical modelling of functional data (Q5467280) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Quantile regression when the covariates are functions (Q5717559) (← links)
• Functional analysis of variance for Hilbert-valued multivariate fixed effect models (Q5739689) (← links)
• Uniform consistency rate of <i>k</i>NN regression estimation for functional time series data (Q5742405) (← links)
• REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
• COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES (Q5859555) (← links)
• A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570) (← links)
• Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357) (← links)
• Copula Gaussian Graphical Models for Functional Data (Q5885103) (← links)
• Tensorial products of functional ARMA processes (Q5900867) (← links)
• Tensorial products of functional ARMA processes (Q5901531) (← links)
• Functional linear regression with points of impact (Q5963514) (← links)
• Functional data analysis for density functions by transformation to a Hilbert space (Q5963520) (← links)
• Nonstationarity in time series of state densities (Q5964756) (← links)
• Statistical Inference for Functional Time Series (Q6039889) (← links)
• Computational aspects of the <i>k</i>NN local linear smoothing for some conditional models in high dimensional statistics (Q6049869) (← links)
• On the local linear estimation of a generalized regression function with spatial functional data (Q6053872) (← links)
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
• Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
• <i>k</i>‐Nearest neighbors local linear regression for functional and missing data at random (Q6067714) (← links)
• Statistical Inference for Functional Time Series: Autocovariance Function (Q6069487) (← links)
• Estimation in nonparametric functional-on-functional models with surrogate responses (Q6074748) (← links)
• ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS (Q6078283) (← links)
• Parametric Functional Principal Component Analysis (Q6079975) (← links)
• A data-adaptive method for outlier detection from functional data (Q6089212) (← links)
• Functional autoregressive process with seasonality (Q6096181) (← links)
• Wasserstein Regression (Q6109970) (← links)
• Modeling Time-Varying Random Objects and Dynamic Networks (Q6110737) (← links)
• Non parametric estimations of the conditional density and mode when the regressor and the response are curves (Q6114246) (← links)
• COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050) (← links)
• Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes (Q6123495) (← links)
• Tempered functional time series (Q6135345) (← links)
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
• An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
• Spherical autoregressive models, with application to distributional and compositional time series (Q6150520) (← links)
• Fredholm inversion around a singularity: application to autoregressive time series in Banach space (Q6153140) (← links)
• INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
• kNN robustification equivariant nonparametric regression estimators for functional ergodic data (Q6157774) (← links)