A functional linear model for time series prediction with exogenous variables

Statistics and Probability Letters

Volumn 82, Issue 5, 2012, Pages 1005-1011

  Goia, Aldo ^a  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

ARH(1); B spline; Exogeneity; Functional model; Regularization

Indexed keywords

EID: 84857675769     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2012.02.009     Document Type: Article

References (17)

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