State-Space Modeling of Shape-constrained Functional Time Series
形状约束函数型时间序列的状态空间建模
Functional time series data frequently appears in econometric analyses, where the functions of interest are subject to some shape constraints, including monotonicity and convexity, as typical of the estimation of the Lorenz curve. This paper proposes a state-space model for time-varying functions to extract trends and serial dependence from functional time series while imposing the shape constraints on the estimated functions. The function of interest is modeled by a convex…