Related papers: A review and comparative study on functional time …

In the autoregressive process of first order AR(1), a homogeneous correlated time series $u_t$ is recursively constructed as $u_t = q\; u_{t-1} + \sigma \;\epsilon_t$, using random Gaussian deviates $\epsilon_t$ and fixed values for the…

Our aim in this work is to give explicit formula of the linear processes solution of autoregressive time series AR(2) with hint of generating functions theory by using the Horadam numbers and polynomials.

This paper studies approximation properties of linear sampling operators in general Banach lattices $X$. We obtain matching direct and inverse approximation estimates, convergence criteria, equivalence results involving special…

Let X and Y be separable metrizable spaces, and f:X-->Y be a function. We want to recover f from its values on a small set via a simple algorithm. We show that this is possible if f is Baire class one, and in fact we get a characterization.…

We give a review of results on the operator-norm convergence of the Trotter product formula on Hilbert and Banach spaces, which is focused on the problem of its convergence rates. Some recent results concerning evolution semigroups are…

Area integral functions are introduced for sectorial operators on Hilbert spaces. We establish the equivalence relationship between the square and area integral functions. This immediately extends McIntosh/Yagi's results on $H^{\8}$…

We study best approximations to compact operators between Banach spaces and Hilbert spaces, from the point of view of Birkhoff-James orthogonality and semi-inner-products. As an application of the present study, some distance formulae are…

Let ${\mathcal B}(H)$ denote the Banach algebra of all bounded linear operators on a complex Hilbert space $H$ with $\dim H\geq 3$, and let $\mathcal A$ and $\mathcal B$ be subsets of ${\mathcal B}(H)$ which contain all rank one operators.…

In this paper, we present an algebraic approach to idempotent functional analysis, which is an abstract version of idempotent analysis. The basic concepts and results are expressed in purely algebraic terms. We consider idempotent versions…

Here, we address the problem of trend estimation for functional time series. Existing contributions either deal with detecting a functional trend or assuming a simple model. They consider neither the estimation of a general functional trend…

The main purpose of the paper is to study sharp estimates of approximation of periodic functions in the H\"older spaces $H_p^{r,\alpha}$ for all $0<p\le\infty$ and $0<\alpha\le r$. By using modifications of the classical moduli of…

We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when…

We develop methodology for testing hypotheses regarding the slope function in functional linear regression for time series via a reproducing kernel Hilbert space approach. In contrast to most of the literature, which considers tests for the…

This paper aims to study data driven model selection criteria for a large class of time series, which includes ARMA or AR($\infty$) processes, as well as GARCH or ARCH($\infty$), APARCH and many others processes. We tackled the challenging…

We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast algorithm to estimate the leverage scores of an autoregressive…

A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second…

We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which can be measured via functionals of time-dependent spectral…

Let $\mathcal{B}(\mathcal{H})$ denote the Banach algebra of all bounded linear operators acting on complex Hilbert spaces $\mathcal{H}$. In this paper, we first establish several sharply refined versions of Bohr's inequality analogues with…

The existing Fr\'echet regression is actually defined within a linear framework, since the weight function in the Fr\'echet objective function is linearly defined, and the resulting Fr\'echet regression function is identified to be a linear…

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…