Sieves estimator of functional autoregressive process

DOI10.1016/j.spl.2017.11.008zbMath1463.62256OpenAlexW2775820368MaRDI QIDQ1650297

Kamila Berhoune, Nawel Bensmain

Publication date: 3 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.11.008

zbMATH Keywords

simulationsfunctional autoregressive process``El Niño seriessieves estimationsieves predictor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05)

Related Items

Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes ⋮ Best linear predictor of a \(C_{[0, 1}\)-valued functional autoregressive process]

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