Browsing by Subject "α-mixing"
Now showing items 1-2 of 2
-
Article
A functional wavelet-kernel approach for time series prediction
(2006)We consider the prediction problem of a time series on a whole time interval in terms of its past. The approach that we adopt is based on functional kernel nonparametric regression estimation techniques where observations ...
-
Article
Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation
(2017)This paper considers a nonparametric functional autoregression model of order one. Existing contributions addressing the problem of functional time series prediction have focused on the linear model and literatures are ...