Empirical properties of forecasts with the functional autoregressive model
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 27 (2012)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=120306
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- V. Kargin & Alexei Onatski, 2004.
"Curve Forecasting by Functional Autoregression,"
0405-18, Columbia University, Department of Economics.
- Horváth, Lajos & Husková, Marie & Kokoszka, Piotr, 2010. "Testing the stability of the functional autoregressive process," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 352-367, February.
- Gabrys, Robertas & HorvÃ¡th, Lajos & Kokoszka, Piotr, 2010. "Tests for Error Correlation in the Functional Linear Model," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1113-1125.
- Antoniadis, Anestis & Sapatinas, Theofanis, 2003. "Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 133-158, October.
- Philippe C. Besse, 2000. "Autoregressive Forecasting of Some Functional Climatic Variations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 27(4), pages 673-687.
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