Seasonal functional autoregressive models

DOI10.1111/jtsa.12608zbMath1493.62541OpenAlexW3174085722MaRDI QIDQ5063322

Rob Hyndman, Maryam Hashemi, Hosssein Haghbin, Atefeh Zamani

Publication date: 17 March 2022

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://www.monash.edu/business/ebs/research/publications/ebs/wp16-2019.pdf

zbMATH Keywords

predictionestimationcentral limit theoremfunctional time series analysisseasonal functional autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

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