363 citations · 772 across the 19 of their papers we have counts for
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Preprocessing noisy functional data: a multivariate perspective
Siegfried Hörmann, Fatima Jammoul
We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor stru…
Consistently recovering the signal from noisy functional data
Siegfried Hörmann, Fatima Jammoul
In practice most functional data cannot be recorded on a continuum, but rather at discrete time points. It is also quite common that these measurements come with an additive error,…
The maximum of the periodogram of Hilbert space valued time series
Clément Cerovecki, Vaidotas Characiejus, Siegfried Hörmann
We are interested to detect periodic signals in Hilbert space valued time series when the length of the period is unknown. A natural test statistic is the maximum Hilbert-Schmidt n…