Abstract Details
Activity Number:
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15
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Type:
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Topic Contributed
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Date/Time:
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Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
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Sponsor:
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Business and Economic Statistics Section
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Abstract #313058
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Title:
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Convolutional Autoregressive Models for Functional Time Series
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Author(s):
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Rong Chen*+ and Xialu Liu
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Companies:
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Rutgers University and Rutgers University
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Keywords:
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Ergodicity ;
spline estimation
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Abstract:
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Due to the advances of technology and data collection capability, there are more and more applications involving functional data observed over time. We develop a convolutional AR model to model the dynamics of functional time series. Estimation methods and their asymptotic properties are studied. Simulated and real data examples are presented.
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Authors who are presenting talks have a * after their name.
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