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Volumn 27, Issue 2, 2012, Pages 285-298

Empirical properties of forecasts with the functional autoregressive model

Author keywords

Autoregressive process; Functional data; Prediction

Indexed keywords


EID: 84860354996     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-011-0256-2     Document Type: Article
Times cited : (44)

References (18)
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  • 2
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    • Besse, P.1    Cardot, H.2
  • 3
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    • (2000) Scand J Stat , vol.27 , pp. 673-687
    • Besse, P.1    Cardot, H.2    Stephenson, D.3
  • 6
    • 0036829580 scopus 로고    scopus 로고
    • The inclusion of exogenous variables in functional autoregressive ozone forecasting
    • Damon J, Guillas S (2002) The inclusion of exogenous variables in functional autoregressive ozone forecasting. Environmetrics 13: 759-774.
    • (2002) Environmetrics , vol.13 , pp. 759-774
    • Damon, J.1    Guillas, S.2
  • 9
    • 78649431736 scopus 로고    scopus 로고
    • Tests for error correlation in the functional linear model
    • Gabrys R, Horváth L, Kokoszka P (2010) Tests for error correlation in the functional linear model. J Am Stat Assoc 105: 1113-1125.
    • (2010) J Am Stat Assoc , vol.105 , pp. 1113-1125
    • Gabrys, R.1    Horváth, L.2    Kokoszka, P.3
  • 10
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    • Weakly dependent functional data
    • Hörmann S, Kokoszka P (2010) Weakly dependent functional data. Ann Stat 38: 1845-1884.
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    • Hörmann, S.1    Kokoszka, P.2
  • 13
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    • Testing the stability of the functional autoregressive process
    • Horváth L, Hušková M, Kokoszka P (2010) Testing the stability of the functional autoregressive process. J Multivar Anal 101: 352-367.
    • (2010) J Multivar Anal , vol.101 , pp. 352-367
    • Horváth, L.1    Hušková, M.2    Kokoszka, P.3
  • 14
    • 54249167102 scopus 로고    scopus 로고
    • Curve forecasting by functional autoregression
    • Kargin V, Onatski A (2008) Curve forecasting by functional autoregression. J Multivar Anal 99: 2508-2526.
    • (2008) J Multivar Anal , vol.99 , pp. 2508-2526
    • Kargin, V.1    Onatski, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.