Functional Autoregressive Models

Functional Autoregressive Models is a class of statistical models in functional time series analysis that extend classical autoregressive processes to infinite-dimensional spaces by modeling the current functional observation as a linear combination of past observations through a bounded linear operator.

66

Publications

5K

Citations

121

Authors

94

Institutions

Publications per year

2017–2026

17

Variants

Far Models

Authors

121

  1. IS
    Ismail Shah

    Quaid-i-Azam University, Pakistan

    5 publications · 246 citations

    5

    h-index

  2. PK
    Piotr Kokoszka

    Utah State University, United States

    5 publications · 272 citations

    5

    h-index

  3. SA
    Sajid Ali

    Quaid-i-Azam University, Pakistan

    4 publications · 193 citations

    4

    h-index

  4. LH
    Lajos Horváth

    University of Utah, United States

    4 publications · 242 citations

    4

    h-index

  5. MR
    Matthew Reimherr

    Pennsylvania State University, United States

    3 publications · 146 citations

    3

    h-index

1–5 of 121

Venues

  1. Journal of the American Statistical Association

    8 publications · 1.9K citations

    8

    h-index

  2. Journal of Econometrics

    5 publications · 340 citations

    5

    h-index

  3. Journal of Time Series Analysis

    5 publications · 164 citations

    5

    h-index

  4. Journal of Multivariate Analysis

    4 publications · 273 citations

    4

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 3 publications · 122 citations

    3

    h-index

1–5