Convolutional autoregressive models for functional time series
Year of publication: |
October 2016
|
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Authors: | Liu, Xialu ; Xiao, Han ; Chen, Rong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 2, p. 263-282
|
Subject: | Functional time series | Nonparametric methods | Spline methods | Sieve estimation | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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