| Full text | |
| Author(s): |
Total Authors: 3
|
| Affiliation: | [1] Univ Estadual Campinas, Inst Math Stat & Sci Comp, Dept Stat, Campinas - Brazil
[2] Univ Sao Paulo, Inst Math & Stat, Dept Stat, BR-05508 Sao Paulo - Brazil
Total Affiliations: 2
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| Document type: | Journal article |
| Source: | Statistics & Probability Letters; v. 92, p. 226-231, SEP 2014. |
| Web of Science Citations: | 3 |
| Abstract | |
In this work we focus on functional coefficient regression (FCR) models. Here we study the estimation of FCR models by splines, with autoregressive errors and show the rates of convergence of the proposed estimator. The importance of taking into account the correlation is assessed via simulation studies and multi-step ahead forecasts for a real data set. (C) 2014 Elsevier B.V. All rights reserved. (AU) | |
| FAPESP's process: | 08/51097-6 - Time Series, Dependence Analysis and Applications |
| Grantee: | Pedro Alberto Morettin |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 13/09035-1 - Regression models in functional data analysis |
| Grantee: | Michel Helcias Montoril |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| FAPESP's process: | 09/09588-5 - Estimation of FAR models by wavelets |
| Grantee: | Michel Helcias Montoril |
| Support Opportunities: | Scholarships in Brazil - Doctorate |