A new approach for time domain analysis of multivariate and functional time series

DOI10.1080/02331888.2023.2293738OpenAlexW4390036179MaRDI QIDQ6192200

No author found.

Publication date: 12 February 2024

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2293738

zbMATH Keywords

discrete Fourier transformmultivariate time seriesfunctional data analysisfunctional series expansionprediction algorithm running time

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• Fourier analysis of stationary time series in function space
• An innovations algorithm for the prediction of functional linear processes
• Robust forecasting of mortality and fertility rates: a functional data approach
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
• Dynamical functional prediction and classification, with application to traffic flow prediction
• Testing for stationarity of functional time series in the frequency domain
• Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
• Functional data analysis.
• Forecasting functional time series
• Empirical properties of forecasts with the functional autoregressive model
• Determining the order of the functional autoregressive model
• Functional Generalized Autoregressive Conditional Heteroskedasticity
• Introduction to Functional Data Analysis
• On the Prediction of Stationary Functional Time Series
• Dynamic Functional Principal Components

This page was built for publication: A new approach for time domain analysis of multivariate and functional time series