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Dokumenttyp:
Masterarbeit
Autor(en):
Pablo Moreno Um
Titel:
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...     »
Stichworte:
Hilbert space valued process, functional data analysis (FDA), functional principal components (FPCA), moving average (MA), functional time series, m-dependence
Betreuer:
Claudia Klüppelberg, Johannes Klepsch
Jahr:
2016
Quartal:
3. Quartal
Jahr / Monat:
2016-09
Monat:
Sep
Sprache:
en
Hochschule / Universität:
Technische Universität München
Fakultät:
Fakultät für Mathematik
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX
Details:

Moreno_MasterThesis.pdf