메뉴 건너뛰기




Volumn 99, Issue 5, 2008, Pages 834-857

Nonparametric time series prediction: A semi-functional partial linear modeling

Author keywords

Dependent data; Functional data; Partial linear regression; Semiparametric functional model; Time series prediction

Indexed keywords


EID: 40849085713     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2007.04.010     Document Type: Article
Times cited : (129)

References (15)
  • 1
    • 33745184792 scopus 로고    scopus 로고
    • Estimation and testing in a partial regression model under long-memory dependence
    • Aneiros-Pérez G., González-Manteiga W., and Vieu P. Estimation and testing in a partial regression model under long-memory dependence. Bernoulli 10 (2004) 49-78
    • (2004) Bernoulli , vol.10 , pp. 49-78
    • Aneiros-Pérez, G.1    González-Manteiga, W.2    Vieu, P.3
  • 2
    • 33846409110 scopus 로고    scopus 로고
    • Semi-functional partial linear regression
    • Aneiros-Pérez G., and Vieu P. Semi-functional partial linear regression. Statist. Probab. Lett. 76 (2006) 1102-1110
    • (2006) Statist. Probab. Lett. , vol.76 , pp. 1102-1110
    • Aneiros-Pérez, G.1    Vieu, P.2
  • 3
    • 30744448146 scopus 로고    scopus 로고
    • Two-step cross-validation selection method for partially linear models
    • Avramidis P. Two-step cross-validation selection method for partially linear models. Statist. Sinica 15 (2005) 1033-1048
    • (2005) Statist. Sinica , vol.15 , pp. 1033-1048
    • Avramidis, P.1
  • 4
    • 40849115829 scopus 로고    scopus 로고
    • D. Bosq, Nonparametric Statistics for Stochastic Processes: Estimation and Prediction, second ed., Lecture Notes in Statistics, vol. 110, Springer, Berlin, 1998.
    • D. Bosq, Nonparametric Statistics for Stochastic Processes: Estimation and Prediction, second ed., Lecture Notes in Statistics, vol. 110, Springer, Berlin, 1998.
  • 5
    • 40849111040 scopus 로고    scopus 로고
    • D. Bosq, Linear Processes in Function Spaces. Estimation and Prediction, Lecture Notes in Statistics, vol. 149, Springer, Berlin, 2000.
    • D. Bosq, Linear Processes in Function Spaces. Estimation and Prediction, Lecture Notes in Statistics, vol. 149, Springer, Berlin, 2000.
  • 6
    • 0012921755 scopus 로고
    • Nonparametric estimates of the relation between weather and electricity sales
    • Engle R., Granger C., Rice J., and Weiss A. Nonparametric estimates of the relation between weather and electricity sales. J. Amer. Statist. Assoc. 81 (1986) 310-320
    • (1986) J. Amer. Statist. Assoc. , vol.81 , pp. 310-320
    • Engle, R.1    Granger, C.2    Rice, J.3    Weiss, A.4
  • 8
    • 0036988938 scopus 로고    scopus 로고
    • Functional nonparametric model for time series: a fractal approach to dimension reduction
    • Ferraty F., Goia A., and Vieu P. Functional nonparametric model for time series: a fractal approach to dimension reduction. Test 11 (2002) 317-344
    • (2002) Test , vol.11 , pp. 317-344
    • Ferraty, F.1    Goia, A.2    Vieu, P.3
  • 9
    • 34548232194 scopus 로고    scopus 로고
    • F. Ferraty, A. Mas, P. Vieu, Nonparametric regression on functional data: inference and practical aspects, Aust. N.Z. J. Statist. (2007), 10.1111/j.1467-842X.2006.00467.x.
    • F. Ferraty, A. Mas, P. Vieu, Nonparametric regression on functional data: inference and practical aspects, Aust. N.Z. J. Statist. (2007), 10.1111/j.1467-842X.2006.00467.x.
  • 10
    • 0842264210 scopus 로고    scopus 로고
    • Nonparametric models for functional data, with applications in regression, curves discrimination and time series prediction
    • Ferraty F., and Vieu P. Nonparametric models for functional data, with applications in regression, curves discrimination and time series prediction. J. Nonparametric Statist. 16 (2004) 111-127
    • (2004) J. Nonparametric Statist. , vol.16 , pp. 111-127
    • Ferraty, F.1    Vieu, P.2
  • 12
    • 0000636504 scopus 로고
    • Some limit theorems for stationary processes
    • Ibragimov I.A. Some limit theorems for stationary processes. Theoret. Probab. Appl. 7 (1962) 282-349
    • (1962) Theoret. Probab. Appl. , vol.7 , pp. 282-349
    • Ibragimov, I.A.1
  • 13
    • 10244243742 scopus 로고    scopus 로고
    • Nonparametric regression estimation for dependent functional data: asymptotic normality
    • Masry E. Nonparametric regression estimation for dependent functional data: asymptotic normality. Stochastic Process. Appl. 115 (2005) 155-177
    • (2005) Stochastic Process. Appl. , vol.115 , pp. 155-177
    • Masry, E.1
  • 14
    • 84972526376 scopus 로고
    • The law of the iterated logarithm for stationary processes satisfying mixing conditions
    • Oodaira H., and Yoshihara K.I. The law of the iterated logarithm for stationary processes satisfying mixing conditions. Kodai Math. Sem. Rep. 23 (1971) 311-334
    • (1971) Kodai Math. Sem. Rep. , vol.23 , pp. 311-334
    • Oodaira, H.1    Yoshihara, K.I.2
  • 15
    • 0000713437 scopus 로고
    • Kernel smoothing in partial linear models
    • Speckman P. Kernel smoothing in partial linear models. J. Roy. Statist. Soc. Ser. B 50 (1988) 413-436
    • (1988) J. Roy. Statist. Soc. Ser. B , vol.50 , pp. 413-436
    • Speckman, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.