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The ARHD model

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.

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Co-authorshipAuthorshipAuthorshipTopic signalTopic signalWThe ARHD modelpreprint / 2005AAndré MasResearcherABesnik PumoResearcherTmath.ST3384 worksTStatistics Theory3281 works
PaperSignal 104 links

The ARHD model

preprint / 2005

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