arXiv Open Access 2005

The ARHD model

André Mas Besnik Pumo

Lihat Sumber

Abstrak

We introduce and study a new model for functional data. The ARHD is an autoregressive model in which the first order derivative of the random curves appears explicitely. Convergent estimates are obtained through a double penalization method. A simluation and a real case study follow as well as comparisons with other recent techniques.

Topik & Kata Kunci

math.ST

Penulis (2)

André Mas

Besnik Pumo

Format Sitasi

APA MLA BibTeX

Mas, A., Pumo, B. (2005). The ARHD model. https://arxiv.org/abs/math/0502285

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2005
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓