Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150173 | Journal of Statistical Planning and Inference | 2007 | 16 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
André Mas, Besnik Pumo,