Related papers: LRD spectral analysis of multifractional functiona…
Long Range Dependence (LRD) in functional sequences is characterized in the spectral domain under suitable conditions. Particularly, multifractionally integrated functional autoregressive moving averages processes can be introduced in this…
This paper considers the problem of manifold functional multiple regression with functional response, time--varying scalar regressors, and functional error term displaying Long Range Dependence (LRD) in time. Specifically, the error term is…
A statistical hypothesis test for long range dependence (LRD) is formulated in the spectral domain for functional time series in manifolds. The elements of the spectral density operator family are assumed to be invariant with respect to the…
A statistical hypothesis test for long range dependence (LRD) in functional time series in manifolds has been formulated in Ruiz-Medina and Crujeiras (2025) in the spectral domain for fully observed functional data. The asymptotic Gaussian…
Empirical detection of long range dependence (LRD) of a time series often consists of deciding whether an estimate of the memory parameter $d$ corresponds to LRD. Surprisingly, the literature offers numerous spectral domain estimators for…
The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…
We consider processes with second order long range dependence resulting from heavy tailed durations. We refer to this phenomenon as duration-driven long range dependence (DDLRD), as opposed to the more widely studied linear long range…
Fractionally integrated autoregressive moving average (FIARMA) processes have been widely and successfully used to model and predict univariate time series exhibiting long range dependence. Vector and functional extensions of these…
The literature on time series of functional data has focused on processes of which the probabilistic law is either constant over time or constant up to its second-order structure. Especially for long stretches of data it is desirable to be…
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local…
In this paper we propose using a nonparametric model specification test for parametric time series with long-range dependence (LRD). To establish asymptotic distributions of the proposed test statistic, we develop new central limit theorems…
High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…
In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it…
Scaled Relative Graphs (SRGs) provide a novel graphical frequency-domain method for the analysis of nonlinear systems. There have been recent efforts to generalize SRG analysis to Multiple-Input Multiple-Output (MIMO) systems. However,…
As a universal quantum mechanical approach to the dynamical many-body problem, the time-dependent density functional theory (TDDFT) might be inadequate to describe crucial observables that rely on two-body evolution behavior, like the…
Functional linear discriminant analysis (FLDA) is a powerful tool that extends LDA-mediated multiclass classification and dimension reduction to univariate time-series functions. However, in the age of large multivariate and incomplete…
Reservoir computing (RC) is attracting attention as a machine-learning technique for edge computing. In time-series classification tasks, the number of features obtained using a reservoir depends on the length of the input series.…
Real-time time-dependent density functional theory (RT-TDDFT) is a powerful approach for investigating various ultrafast phenomena in materials. However, most existing RT-TDDFT studies rely on adiabatic local or semi-local approximations,…
Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…