Functional Autoregression for Sparsely Sampled Data-Reference-Cited by-同舟云学术

Functional Autoregression for Sparsely Sampled Data

Published:2017-05-19 Issue:1 Volume:37 Page:97-109
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Kowal Daniel R.¹,Matteson David S.²,Ruppert David³

Affiliation:

1. Department of Statistical Science, Cornell University, 301 Malott Hall, Ithaca, NY 14853 ()

2. Department of Statistical Science and ILR School, Cornell University, 1196 Comstock Hall, Ithaca, NY 14853 (; webpage: )

3. Andrew Schultz, Jr. Professor of Engineering, Department of Statistical Science, and School of Operations Research and Information Engineering, Cornell University, 1170 Comstock Hall, Ithaca, NY 14853 (; webpage: )

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2017.1279058

Reference42 articles.

1. On the Prediction of Stationary Functional Time Series

2. Hierarchical models for assessing variability among functions

3. Autoregressive Forecasting of Some Functional Climatic Variations

4. An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

5. Linear Processes in Function Spaces

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