The ARHD model
Statistics Theory
2016-08-16 v1 Statistics Theory
Abstract
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.
Cite
@article{arxiv.math/0502285,
title = {The ARHD model},
author = {André Mas and Besnik Pumo},
journal= {arXiv preprint arXiv:math/0502285},
year = {2016}
}