Concepedia

Functional Vector Autoregressive Models

Functional Vector Autoregressive Models is a class of functional time series models that extends multivariate vector autoregressive processes to infinite-dimensional Hilbert spaces by modeling the temporal dependence of vector-valued functional observations through lagged functional coefficients.

8

Publications

1.2K

Citations

16

Authors

13

Institutions

Publications per year

2017–2026

3

Parents

Publications

8

Investigating directed cortical interactions in time-resolved fMRI data using vector autoregressive modeling and Granger causality mapping

Rainer Goebel, Alard Roebroeck, Dae‐Shik Kim et al. · Magnetic Resonance Imaging · 2003 · 697 citations

, , +17

On the Prediction of Stationary Functional Time Series

Alexander Aue, Diogo Dubart Norinho, Siegfried Hörmann · Journal of the American Statistical Association · 2014 · 233 citations

, , +16

Forecasting functional time series

Rob J. Hyndman, Han Lin Shang · Journal of the Korean Statistical Society · 2009 · 184 citations

, , +9

Short-Term Electricity Demand Forecasting Using a Functional State Space Model

Komi Nagbe, Jairo Cugliari, Julien Jacques · Energies · 2018 · 42 citations · Full text

, , +17

RATS Handbook for Vector Autoregressions

Thomas Doan · 2010 · 22 citations

, , +9

1–5 of 8

Authors

16

  1. JJ
    Julien Jacques

    Centre National de la Recherche Scientifique, France

    1 publications · 42 citations

    1

    h-index

  2. TD
    Thomas Doan

    Federal Reserve Bank of Minneapolis, United States

    1 publications · 22 citations

    1

    h-index

  3. SH
    Siegfried Hörmann

    Graz University of Technology, Austria

    1 publications · 233 citations

    1

    h-index

  4. EF
    Elia Formisano

    Maastricht University, Netherlands

    1 publications · 697 citations

    1

    h-index

  5. RG
    Rainer Goebel

    Maastricht University, Netherlands

    1 publications · 697 citations

    1

    h-index

1–5 of 16

Institutions

13

  1. Université Claude Bernard Lyon 1

    Villeurbanne, France

    1 h-index

    3 publications

    126 citations

  2. The University of Sydney

    Sydney, Australia

    1 h-index

    1 publications

    15 citations

  3. Maastricht University

    Maastricht, The Netherlands

    1 h-index

    3 publications

    2.1K citations

  4. University of California, Davis

    Davis, United States

    1 h-index

    1 publications

    233 citations

  5. Institute of Mathematical Statistics

    Beachwood, United States

    1 h-index

    1 publications

    233 citations

  6. London School of Economics and Political Science

    London, United Kingdom

    1 h-index

    1 publications

    18 citations

  7. Renmin University of China

    Beijing, China

    1 h-index

    1 publications

    18 citations

  8. Monash University

    Melbourne, Australia

    1 h-index

    2 publications

    368 citations

1–8 of 13

Venues

  1. 1

    h-index

  2. Bernoulli

    1 publications · 18 citations

    1

    h-index

  3. Biometrika

    1 publications · 15 citations

    1

    h-index

  4. Journal of the Korean Statistical Society

    1 publications · 184 citations

    1

    h-index

  5. Magnetic Resonance Imaging

    1 publications · 697 citations

    1

    h-index

1–5