Pages that link to "Item:Q2711683"
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The following pages link to Autoregressive forecasting of some functional climatic variations (Q2711683):
Displaying 50 items.
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Solving the dynamic traveling salesman problem using a genetic algorithm with trajectory prediction: an application to fish aggregating devices (Q337442) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- A functional Hodrick-Prescott filter (Q522941) (← links)
- Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
- Analysis of time of occurrence of earthquakes: A functional data approach (Q635955) (← links)
- Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
- Gaussian tree constraints applied to acoustic linguistic functional data (Q730439) (← links)
- Boosting for real and functional samples: an application to an environmental problem (Q839450) (← links)
- The ARHD model (Q861222) (← links)
- Testing for the mean of random curves: a penalization approach (Q882913) (← links)
- Curve forecasting by functional autoregression (Q957330) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Estimating some characteristics of the conditional distribution in nonparametric functional models (Q995836) (← links)
- Weak convergence in the functional autoregressive model (Q997009) (← links)
- Forecasting binary longitudinal data by a functional PC-ARIMA model (Q1023652) (← links)
- Properties of design-based functional principal components analysis (Q1036706) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Thresholding projection estimators in functional linear models (Q1049544) (← links)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
- The functional nonparametric model and applications to spectrometric data (Q1424620) (← links)
- Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes (Q1612934) (← links)
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
- Sieves estimator of functional autoregressive process (Q1650297) (← links)
- Segmental dynamic factor analysis for time series of curves (Q1703840) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Multi-spectral decomposition of functional autoregressive models (Q1741079) (← links)
- Functional multi-layer perceptron: A nonlinear tool for functional data analysis (Q1763468) (← links)
- Some laws of the iterated logarithm in Hilbertian autoregressive models (Q1765623) (← links)
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) (← links)
- Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
- A partition Dirichlet process model for functional data analysis (Q2040661) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Spatial functional data modeling of plant reflectances (Q2170446) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- Shape-preserving prediction for stationary functional time series (Q2233562) (← links)
- Exponential bounds for intensity of jumps (Q2261925) (← 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)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Spatiotemporal filtering from fractal spatial functional data sequence (Q2319562) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Description length and dimensionality reduction in functional data analysis (Q2361186) (← links)
