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Estimation of functional ARMA models - MaRDI portal

Estimation of functional ARMA models (Q6178553)

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scientific article; zbMATH DE number 7788878
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English
Estimation of functional ARMA models
scientific article; zbMATH DE number 7788878

    Statements

    title
    Estimation of functional ARMA models (English)
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    DOI
    10.3150/23-bej1591
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    author
    Thomas Kuenzer
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    published in
    Bernoulli
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    publication date
    16 January 2024
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    Mathematics Subject Classification ID
    62Mxx
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    62-XX
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    62Hxx
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    zbMATH DE Number
    7788878
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    zbMATH Keywords
    FARMA model
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    functional data analysis
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    functional time series
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    model estimation
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    moving average
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    OpenAlex ID
    W4388506943
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    cites work
    Q2885002
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    Q5312885
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