Resolvent estimators for functional autoregressive processes with random coefficients

DOI10.1016/j.jmva.2021.104884zbMath1493.62299OpenAlexW3210723456MaRDI QIDQ2078551

Souad Boukhiar, Tahar Mourid

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104884

zbMATH Keywords

random coefficientsfunctional datacovariance operatorsAR processresolvent estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

Uses Software

• fda (R)
• far

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