Pages that link to "Item:Q997009"

The following pages link to Weak convergence in the functional autoregressive model (Q997009):

Displaying 27 items.

• Weak convergence of discretely observed functional data with applications (Q268725) (← links)
• Convolutional autoregressive models for functional time series (Q308370) (← links)
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
• Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
• Local linear regression for functional data (Q645536) (← links)
• On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
• Functional regression of continuous state distributions (Q738165) (← links)
• CLT in functional linear regression models (Q880935) (← links)
• On properties of percentile bootstrap confidence intervals for prediction in functional linear regression (Q899364) (← links)
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes (Q1044755) (← links)
• A weak convergence result useful in robust autoregression (Q1193961) (← links)
• A note on strong-consistency of componentwise ARH(1) predictors (Q1726790) (← 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)
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
• Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
• On the rate of convergence for the autocorrelation operator in functional autoregression (Q2170238) (← links)
• Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
• Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors (Q2273187) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• (Q4356489) (← links)
• Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
• Estimation of functional ARMA models (Q6178553) (← links)
• Novel whitening approaches in functional settings (Q6548751) (← links)
• A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)