Functional Autoregression for Sparsely Sampled Data

An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves

(2017) Ying Chen et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

On the Prediction of Stationary Functional Time Series

(2015) Alexander Aue et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Automatic Time Series Forecasting: TheforecastPackage forR

(2015) Rob J. Hyndman et al.   Journal of Statistical Software

Dynamic functional data analysis with non-parametric state space models

(2013) Márcio Poletti Laurini   JOURNAL OF APPLIED STATISTICS

Bayesian covariance estimation and inference in latent Gaussian process models

(2013) Cecilia Earls et al.   Statistical Methodology

Functional dynamic factor models with application to yield curve forecasting

(2012) Spencer Hays et al.   Annals of Applied Statistics

Determining the order of the functional autoregressive model

(2012) Piotr Kokoszka et al.   JOURNAL OF TIME SERIES ANALYSIS

Empirical properties of forecasts with the functional autoregressive model

(2011) Devin Didericksen et al.   COMPUTATIONAL STATISTICS

ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES

(2008) M. P. Wand et al.   AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS

Curve forecasting by functional autoregression

(2008) V. Kargin et al.   JOURNAL OF MULTIVARIATE ANALYSIS