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Functional maximum-likelihood estimation of ARH(\(p\)) models - MaRDI portal

Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004)

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scientific article; zbMATH DE number 7079148
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Functional maximum-likelihood estimation of ARH(\(p\)) models
scientific article; zbMATH DE number 7079148

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    Functional maximum-likelihood estimation of ARH(\(p\)) models (English)
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    11 July 2019
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    autoregressive Hilbertian models
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    dimension reduction
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    finite-dimensional approximation
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    functional parameters
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    maximum-likelihood estimation
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    singular value decomposition
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    spatial functional data sequence
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