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math.ST2026
Combining Concurrent and Historical Functional Linear Regression
Alois Kneip, Dominik Liebl, Sven Otto
We study a function-on-function linear regression model in which the response at time depends on both the past trajectory of a predictor and its concurrent value. The model com…
stat.ME2026
Detecting Parameter Instabilities in Functional Concurrent Linear Regression
Rupsa Basu, Sven Otto
We develop methodology to detect structural breaks in the slope function of a concurrent functional linear regression model for functional time series in . Our test is base…