Empirical properties of forecasts with the functional autoregressive model
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Volume (Year): 27 (2012)
Issue (Month): 2 (June)
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- Kargin, V. & Onatski, A., 2008.
"Curve forecasting by functional autoregression,"
Journal of Multivariate Analysis,
Elsevier, vol. 99(10), pages 2508-2526, November.
- A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics.
- 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.
- 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.
- 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.
- 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. Full references (including those not matched with items on IDEAS)
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