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stat.ME2020
Nonparametric Estimation of Functional Dynamic Factor Model
Israel Martínez-Hernández, Jesús Gonzalo, Graciela González-Farías
Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number…
stat.ME2020
Nonparametric Trend Estimation in Functional Time Series with Application to Annual Mortality Rates
Israel Martínez-Hernández, Marc G. Genton
Here, we address the problem of trend estimation for functional time series. Existing contributions either deal with detecting a functional trend or assuming a simple model. They c…