Multi-spectral decomposition of functional autoregressive models

DOI10.1007/s00477-008-0213-yzbMath1411.62273OpenAlexW2051508706MaRDI QIDQ1741079

Román Salmerón, María D. Ruiz-Medina

Publication date: 3 May 2019

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-008-0213-y

zbMATH Keywords

functional data analysis\(p\)-dimensional singular value decompositionfunctional forecasting

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items

Spatial autoregressive and moving average Hilbertian processes ⋮ Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain ⋮ Functional maximum-likelihood estimation of ARH(\(p\)) models ⋮ Spatiotemporal filtering from fractal spatial functional data sequence ⋮ Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes

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