23 citations · 31 across the 6 of their papers we have counts for
11 papers
Transportation-Based Functional ANOVA and PCA for Covariance Operators
Valentina Masarotto, Victor M. Panaretos, Yoav Zemel
We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second…
Detecting Whether a Stochastic Process is Finitely Expressed in a Basis
Neda Mohammadi, Victor M. Panaretos
Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the b…
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…
Spectral Simulation of Functional Time Series
Tomáš Rubín, Victor M. Panaretos
We develop methodology allowing to simulate a stationary functional time series defined by means of its spectral density operators. Our framework is general, in that it encompasses…
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…
Testing for the Rank of a Covariance Operator
Anirvan Chakraborty, Victor M. Panaretos
How can we discern whether the covariance operator of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confide…