Functional lagged regression with sparse noisy observations

DOI10.1111/JTSA.12551zbMath1454.62271arXiv1905.07218OpenAlexW2945968183MaRDI QIDQ5135326

Victor M. Panaretos, Tomáš Rubín

Publication date: 20 November 2020

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

Full work available at URL: https://arxiv.org/abs/1905.07218

zbMATH Keywords

nonparametric regressionfunctional data analysisspectral density operatorautocovariance operatorlagged regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35) Geostatistics (86A32)

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