On distributional autoregression and iterated transportation
From MaRDI portal
Publication:6604026
DOI10.1111/jtsa.12736MaRDI QIDQ6604026
Victor M. Panaretos, Laya Ghodrati
Publication date: 12 September 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Functional data analysis (62R10) Inference from stochastic processes and spectral analysis (62M15) Sample path properties (60G17) Basic linear algebra (15A99) Inference from stochastic processes (62Mxx)
Cites Work
- Amplitude and phase variation of point processes
- Dimensionality reduction when data are density functions
- Monge-Kantorovich depth, quantiles, ranks and signs
- Upper and lower risk bounds for estimating the Wasserstein barycenter of random measures on the real line
- PCA-based estimation for functional linear regression with functional responses
- Fréchet means and Procrustes analysis in Wasserstein space
- Weak convergence and empirical processes. With applications to statistics
- Testing for stationarity of functional time series in the frequency domain
- Uniform Convergence in Probability and Stochastic Equicontinuity
- Iterated Random Functions
- Inference for Density Families Using Functional Principal Component Analysis
- Methodology and Convergence Rates for Functional Time Series Regression
- Limit theorems for iterated random functions
- Wasserstein autoregressive models for density time series
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- A nonparametric test for stationarity in functional time series
- An Invitation to Statistics in Wasserstein Space
- Distribution-on-distribution regression via optimal transport maps
- Functional data analysis for density functions by transformation to a Hilbert space
This page was built for publication: On distributional autoregression and iterated transportation