Article ID Journal Published Year Pages File Type
1150173 Journal of Statistical Planning and Inference 2007 16 Pages PDF
Abstract
We introduce and study a new model for functional data. The ARHD is an autoregressive model in which the first order derivative of the random curves appears explicitly. Convergent estimates are obtained through an original double penalization method. The prediction method is applied to a real set of data already studied in the literature.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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