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Dokumenttyp:
Buchbeitrag 
Autor(en):
Aue, A. and Klepsch, J. 
Titel:
Estimating invertible functional time series 
Abstract:
This contribution discusses the estimation of an invertible functional time series through fitting of functional moving average processes. The method uses a functional version of the innovations algorithm and dimension reduction onto a number of principal directions. Several methods are suggested to automate the procedures. Empirical evidence is presented in the form of simulations and an application to traffic data. 
Seitenangaben Beitrag:
51-58 
Herausgeber:
Aneiros, G, Bongiorno, E.G., Cao, R. and Vieu, P. 
Buchtitel:
Functional Statistics and Related Fields. 
Verlag / Institution:
Springer 
Publikationsdatum:
28.04.2017 
Jahr:
2017 
Quartal:
2. Quartal 
Jahr / Monat:
2017-04 
Monat:
Apr 
Print-ISBN:
978-3319558455 
Sprache:
en 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Semester:
SS 17 
Format:
Text