Browsing by Author "Aue, Alexander"
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On the prediction of stationary functional time series
[OWP-2014-06] Aue, Alexander; Dubart Norinho, Diogo; Hörmann, Siegfried (Mathematisches Forschungsinstitut Oberwolfach, 2014-04-25)This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their ...