Discussion: Forecasting functional time series

DOI10.1016/j.jkss.2009.05.005zbMath1293.62266OpenAlexW2050007118MaRDI QIDQ2510694

Jeng-Min Chiou, Jane-Ling Wang, Hans-Georg Müller

Publication date: 1 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2009.05.005

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to social sciences (62P25) Nonparametric statistical resampling methods (62G09) Mathematical geography and demography (91D20)

Uses Software

• fda (R)

Cites Work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Principal components analysis of sampled functions
• Functional data analysis
• Analysis of oldest-old mortality: lifetables revisited
• Some Statistical Methods for Comparison of Growth Curves
• Principal Modes of Variation for Processes with Continuous Sample Curves
• Functional Data Analysis for Sparse Longitudinal Data
• Stochastic processes and statistical inference