Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152396 | Statistics & Probability Letters | 2012 | 7 Pages |
Abstract
This note deals with the study of a functional linear model for time series prediction which combines a functional endogenous predictor and real and functional exogenous variables. A penalized BB-spline type estimator for the real and functional coefficients is presented and some weak consistency results are derived under suitable conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Aldo Goia,