Functional estimation incorporating prior correlation information

DOI10.1007/s00180-007-0050-3zbMath1198.62124OpenAlexW2028486746MaRDI QIDQ964621

Jesus Navarro-Moreno, Rosa Maria Fernández-Alcalá, Juan Carlos Ruiz-Molina

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0050-3

zbMATH Keywords

Ornstein-Uhlenbeck processfunctional principal components analysisleast squares predictionsecond order stationary processes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (1)

Variational Bayesian functional PCA

Uses Software

• fda (R)

Cites Work

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• Functional data analysis
• Approximation of estimators in the PCA of a stochastic process using B-splines
• Nonparametric spline regression with prior information
• Computational approaches to estimation in the principal component analysis of a stochastic process
• Linear least-square estimation algorithms involving correlated signal and noise
• Representation of random processes using the finite Karhunen-Loève expansion

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