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

DOI10.1007/s00477-009-0306-2zbMath1416.62525OpenAlexW2032915671MaRDI QIDQ2002004

María D. Ruiz-Medina, Román Salmerón

Publication date: 11 July 2019

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

Full work available at URL: https://doi.org/10.1007/s00477-009-0306-2

zbMATH Keywords

singular value decompositiondimension reductionfinite-dimensional approximationmaximum-likelihood estimationfunctional parametersautoregressive Hilbertian modelsspatial functional data sequence

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (6)

New compactly supported spatiotemporal covariance functions from SPDEs ⋮ Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Spatial autoregressive and moving average Hilbertian processes ⋮ Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain ⋮ Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes ⋮ Least-squares estimation of multifractional random fields in a Hilbert-valued context

Uses Software

• fda (R)

Cites Work

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