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Document type:
Masterarbeit
Author(s):
Pablo Moreno Um
Title:
Moving Average Processes in Hilbert Spaces
Abstract:
Functional data analysis (FDA) deals with time series consisting of functional observations. We estimate a functional moving average process of order 1 by the projection method and by the iterative method. In addition we test the dependence order of a linear strictly stationary functional time series by two hypothesis tests, based on the concepts of the Box-Pierce test and of sample-splitting. The estimation approaches are used for forecasting and the tests help us choose an appropriate time ser...     »
Keywords:
Hilbert space valued process, functional data analysis (FDA), functional principal components (FPCA), moving average (MA), functional time series, m-dependence
Advisor:
Claudia Klüppelberg, Johannes Klepsch
Year:
2016
Quarter:
3. Quartal
Year / month:
2016-09
Month:
Sep
Language:
en
University:
Technische Universität München
Faculty:
Fakultät für Mathematik
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX
Details:

Moreno_MasterThesis.pdf