3 papers
stat.ME2021
Inference and Computation for Sparsely Sampled Random Surfaces
Tomas Masak, Tomas Rubin, Victor Panaretos
Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separab…
stat.AP2020
Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach
Tomáš Rubín
Viewing a yield curve as a sparse collection of measurements on a latent continuous random function allows us to model it statistically as a sparsely observed functional time serie…
stat.ME2019
Functional Lagged Regression with Sparse Noisy Observations
Tomáš Rubín, Victor M. Panaretos
A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random funct…