The ARHD model

DOI10.1016/j.jspi.2005.12.006zbMath1103.62088arXivmath/0502285OpenAlexW2031016313MaRDI QIDQ861222

André Mas, Besnik Pumo

Publication date: 9 January 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0502285

zbMATH Keywords

Sobolev spacesfunctional dataENSOARHD modelcontinuous-time predictionEl Nino Southern oscillationsWong process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of functional analysis in probability theory and statistics (46N30)

Related Items

A survey of functional principal component analysis, Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces, Sieves estimator of functional autoregressive process, Functional additive regression, Functional generalized linear moduls with derivative, Empirical dynamics for longitudinal data, Functional time series approach for forecasting very short-term electricity demand, Functional linear regression with derivatives, Resolvent estimators for functional autoregressive processes with random coefficients

Uses Software

• fda (R)

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