The ARHD model

نویسندگان

  • André Mas
  • Besnik Pumo
چکیده

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 an original double penalization method. The prediction method is applied to a real set of data already studied in the literature.

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تاریخ انتشار 2006