scientific article

DOI<227::AID-ASMB388>3.0.CO;2-C 10.1002/(SICI)1526-4025(199910/12)15:4<227::AID-ASMB388>3.0.CO;2-CzbMath0961.91009MaRDI QIDQ2711689

Mariano J. Valderrama, Francisco A. Ocaña, Ana M. Aguilera

Publication date: 25 April 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

principal componentsfunctional datainterpolating splinesleast-squares linear predictionweekly returns

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) General second-order stochastic processes (60G12) Microeconomic theory (price theory and economic markets) (91B24) Numerical interpolation (65D05) Spline approximation (41A15) Prediction theory (aspects of stochastic processes) (60G25)

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Cites Work

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• Principal components analysis of sampled functions
• Simultaneous non-parametric regressions of unbalanced longitudinal data
• Approximation of estimators in the PCA of a stochastic process using B-splines
• A Functional Data Analysis of the Pinch Force of Human Fingers
• Computational approaches to estimation in the principal component analysis of a stochastic process

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