Estimation of functional ARMA models
Author:
Affiliation:
1. Institute of Statistics, Graz University of Technology, Graz, Austria
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference31 articles.
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3. Horváth, L. and Kokoszka, P. (2012). Inference for Functional Data with Applications. Springer Series in Statistics. New York: Springer. 10.1007/978-1-4614-3655-3
4. Aue, A., Norinho, D.D. and Hörmann, S. (2015). On the prediction of stationary functional time series. J. Amer. Statist. Assoc. 110 378–392. 10.1080/01621459.2014.909317
5. Kokoszka, P. and Reimherr, M. (2013). Determining the order of the functional autoregressive model. J. Time Series Anal. 34 116–129. 10.1111/j.1467-9892.2012.00816.x
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