Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints

Author:

Rossini Jacopo,Canale AntonioORCID

Funder

Università degli Studi di Padova

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference41 articles.

1. Nonparametric time series prediction: A semi-functional partial linear modeling;Aneiros-Pérez;J. Multivariate Anal.,2008

2. A. Aue, A. van Delft, Testing for stationarity of functional time series in the frequency domain, ArXiv e-prints, January 2017.

3. Linear Processes in Function Spaces: Theory and Applications;Bosq,2010

4. Time Series Analysis: Forecasting and Control;Box,2015

5. Random forests;Breiman;Mach. Learn.,2001

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