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Functional Data Analysis with Rough Sample Paths?
v1v2 (latest)

Functional Data Analysis with Rough Sample Paths?

25 May 2021
Neda Mohammadi
V. Panaretos
ArXiv (abs)PDFHTML

Papers citing "Functional Data Analysis with Rough Sample Paths?"

4 / 4 papers shown
Title
Inference for Model Misspecification in Interest Rate Term Structure
  using Functional Principal Component Analysis
Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis
K. Hou
47
0
0
21 Dec 2022
Detecting Whether a Stochastic Process is Finitely Expressed in a Basis
Detecting Whether a Stochastic Process is Finitely Expressed in a Basis
Neda Mohammadi
V. Panaretos
136
0
0
02 Nov 2021
Nonparametric Estimation for SDE with Sparsely Sampled Paths: an FDA
  Perspective
Nonparametric Estimation for SDE with Sparsely Sampled Paths: an FDA Perspective
Neda Mohammadi
Leonardo P. M. Santoro
V. Panaretos
89
4
0
27 Oct 2021
The Completion of Covariance Kernels
The Completion of Covariance Kernels
Kartik G. Waghmare
V. Panaretos
117
2
0
15 Jul 2021
1