Methodology and Convergence Rates for Functional Time Series Regression

DOI10.5705/ss.202016.0536zbMath1406.62098arXiv1612.07197OpenAlexW2963818865MaRDI QIDQ4558598

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Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.07197

zbMATH Keywords

system identificationfrequency analysisfunctional linear modelspectral density operatorTikhonov regularisation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and spectral analysis (62M15)

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