ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2402.08569
20
0

Manifold functional multiple regression model with LRD error term

13 February 2024
D. P. Ovalle-Muñoz
M. Ruiz-Medina
ArXiv (abs)PDFHTML
Abstract

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--Mu\~noz \& Ruiz--Medina, 2024)). The manifold is defined by a connected and compact two--point homogeneous space. The functional regression parameters have support in the manifold. The Generalized Least--Squares (GLS) estimator of the vector functional regression parameter is computed, and its asymptotic properties are analyzed under a totally specified and misspecified model scenario. A multiscale residual correlation analysis in the simulation study undertaken illustrates the empirical distributional properties of the errors at different spherical resolution levels.

View on arXiv
Comments on this paper