An innovations algorithm for the prediction of functional linear processes

Title
An innovations algorithm for the prediction of functional linear processes
Authors
Keywords
Functional data analysis (FDA), Functional linear process, Functional principal components, Functional time series, Hilbert space valued process, Innovations Algorithm, Prediction, Prediction error
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 155, Issue -, Pages 252-271
Publisher
Elsevier BV
Online
2017-01-11
DOI
10.1016/j.jmva.2017.01.005

Ask authors/readers for more resources

Reprint

Contact the author

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now