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Methodology and Convergence Rates for Functional Time Series Regression
2018
Statistica sinica
Dedication Peter Hall was a mentor to the first author and role model for both authors, and this paper is dedicated to his memory. Abstract: 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 inverse is by definition unbounded, rendering the problem of inference ill-posed. In this paper, we consider the more
doi:10.5705/ss.202016.0536
fatcat:lzubngndmvf5poddilm5bz5rwy