Robust depth-based estimation of the functional autoregressive model

DOI10.1016/j.csda.2018.06.003zbMath1471.62133OpenAlexW2807924115MaRDI QIDQ1615262

Marc G. Genton, Israel Martínez-Hernández, Graciela M. González-Farías

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10754/628526

zbMATH Keywords

influence functionfunctional data analysisfunctional time seriesrobust estimatorfunctional autoregression modelfunctional regression model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Nonparametric robustness (62G35)

Related Items

Editorial for the special issue on high-dimensional and functional data analysis, Nonparametric estimation of functional dynamic factor model, Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis, Recent developments in complex and spatially correlated functional data

Uses Software

• Rainbow
• fda (R)
• robustbase

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