functional autoregressive process
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Best linear predictor of a C[0,1]-valued functional autoregressive process

Statistics & Probability Letters ◽

10.1016/j.spl.2019.03.003 ◽

2019 ◽

Vol 150 ◽

pp. 114-120

Author(s):

Meryem Kada Kloucha ◽

Tahar Mourid

Keyword(s):

Autoregressive Process ◽

Linear Predictor ◽

Best Linear Predictor ◽

Functional Autoregressive Process

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Sieves estimator of functional autoregressive process

Statistics & Probability Letters ◽

10.1016/j.spl.2017.11.008 ◽

2018 ◽

Vol 135 ◽

pp. 60-69 ◽

Cited By ~ 2

Author(s):

Kamila Berhoune ◽

Nawel Bensmain

Keyword(s):

Autoregressive Process ◽

Functional Autoregressive Process

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Covariance operator estimation of a functional autoregressive process with random coefficients

Statistics & Probability Letters ◽

10.1016/j.spl.2013.09.018 ◽

2014 ◽

Vol 84 ◽

pp. 1-8 ◽

Cited By ~ 1

Author(s):

Abdelaziz Allam ◽

Tahar Mourid

Keyword(s):

Autoregressive Process ◽

Random Coefficients ◽

Covariance Operator ◽

Functional Autoregressive Process

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Change point detection in the functional autoregressive process

Springer Series in Statistics - Inference for Functional Data with Applications ◽

10.1007/978-1-4614-3655-3_14 ◽

2012 ◽

pp. 253-276

Author(s):

Lajos Horváth ◽

Piotr Kokoszka

Keyword(s):

Change Point ◽

Autoregressive Process ◽

Change Point Detection ◽

Point Detection ◽

Functional Autoregressive Process

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Testing the stability of the functional autoregressive process

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2008.12.008 ◽

2010 ◽

Vol 101 (2) ◽

pp. 352-367 ◽

Cited By ~ 32

Author(s):

Lajos Horváth ◽

Marie Hušková ◽

Piotr Kokoszka

Keyword(s):

Autoregressive Process ◽

The Stability ◽

Functional Autoregressive Process

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Sieves estimator of the operator of a functional autoregressive process

Statistics & Probability Letters ◽

10.1016/j.spl.2005.07.011 ◽

2006 ◽

Vol 76 (1) ◽

pp. 93-108 ◽

Cited By ~ 10

Author(s):

Tahar Mourid ◽

Nawel Bensmain

Keyword(s):

Autoregressive Process ◽

Functional Autoregressive Process

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