Heterogeneous Spatial Dynamical Regression in a Hilbert-Valued Context
DOI10.1080/07362994.2013.777281zbMath1429.62430OpenAlexW1984768043MaRDI QIDQ5298848
V. V. Anh, Rosa M. Espejo, María D. Ruiz-Medina, María P. Frías
Publication date: 24 June 2013
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.777281
spatial autoregressive Hilbertian processescapital structure of firmsfinancial functional dataheterogeneous spatial regressionHilbert-Schmidt regression operatorsHilbert-valued two-parameter martingale difference sequences
Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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