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具有长程依赖误差的流形函数型多元回归模型AI 解读

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 given by a manifold multifractionally integrated functional time series (see, e.g., Ovalle--Muñoz \& Ruiz--Medina, 2024)). The manifold is defined by a connected and compact two--point homogeneous space. The functional regression…

利用 ARBX(1) 过程预测 PM10 空气污染曲线AI 解读

This work adopts a Banach-valued time series framework for component-wise estimation and prediction, from temporal correlated functional data, in presence of exogenous variables. The strong-consistency of the proposed functional estimator and associated plug-in predictor is formulated. The simulation study undertaken illustrates their large-sample size properties. Air pollutants PM10 curve forecasting, in the Haute-Normandie region (France), is addressed by implementation of…

流形上多分数阶函数型时间序列的长程依赖谱分析AI 解读

This paper addresses the estimation of the second-order structure of a manifold cross-time random field (RF) displaying spatially varying Long Range Dependence (LRD), adopting the functional time series framework introduced in Ruiz-Medina (2022). Conditions for the asymptotic unbiasedness of the integrated periodogram operator in the Hilbert-Schmidt operator norm are derived beyond structural assumptions. Weak-consistent estimation of the long-memory operator is achieved…