On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
From MaRDI portal
Publication:2676889
DOI10.1016/j.jspi.2022.05.007OpenAlexW4291282487MaRDI QIDQ2676889
Hans-Joachim Kabitz, Jeremy Näscher, Stephan Walterspacher, Jan Beran, Max Kustermann, Franziska Farquharson
Publication date: 28 September 2022
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2022.05.007
long memorystate space modelfunctional data analysismechanical ventilationsurface electromyography (sEMG)transdiaphragmatic pressure
Uses Software
Cites Work
- Fast Filtering and Smoothing for Multivariate State Space Models
- Robust estimation in long-memory processes under additive outliers
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
- On two sample inference for eigenspaces in functional data analysis with dependent errors
- Fourier analysis of stationary time series in function space
- Inference for functional data with applications
- Efficient parameter estimation for self-similar processes
- Time series: theory and methods
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Maximum-likelihood estimation for hidden Markov models
- Estimating the dimension of a model
- Limit theorems for quadratic forms with applications to Whittle's estimate
- A limit theory for long-range dependence and statistical inference on related models
- On recursive estimation for hidden Markov models
- On the effect of seasonal adjustment on the log-periodogram regression
- Applied functional data analysis. Methods and case studies
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- Log-periodogram regression of time series with long range dependence
- Gaussian semiparametric estimation of long range dependence
- Asymptotic normality of the maximum likelihood estimator in state space models
- On estimation of mean and covariance functions in repeated time series with long-memory errors
- An \(M\)-estimator for the long-memory parameter
- Consistency of the maximum likelihood estimator for general hidden Markov models
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Forecasting functional time series
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- Estimation and information in stationary time series
- LAN property for some fractional type Brownian motion
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
- Semi-Stable Stochastic Processes
- Long-Memory Processes
- DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
- Local Whittle estimation of long‐range dependence for functional time series
- Long-Range Dependent Curve Time Series
- Semi-stable Markov processes. I
- Long-Range Dependence and Self-Similarity
- On the Prediction of Stationary Functional Time Series
- Dynamic Functional Principal Components
- Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item