This note deals with the study of a functional linear model for time series prediction which combines a functional endogenous predictor and real and functional exogenous variables. A penalized B-spline type estimator for the real and functional coefficients is presented and some weak consistency results are derived under suitable conditions.

Functional Linear Model for Time Series Prediction with Exogenous Variables

GOIA, Aldo
2012-01-01

Abstract

This note deals with the study of a functional linear model for time series prediction which combines a functional endogenous predictor and real and functional exogenous variables. A penalized B-spline type estimator for the real and functional coefficients is presented and some weak consistency results are derived under suitable conditions.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11579/13526
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