Cover Image

Functional Autoregression Without Truncation: A Continuous-Regularization Approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Zhao, Yao
Format:	Preprint
Published:	2026
Subjects:	Methodology 62M10, 62H25
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Reduced-Rank Autoregressive Model for High-Dimensional Multivariate Network Time Series
by: Lyu, Qi, et al.
Published: (2026)

P3LS: Point Process Partial Least Squares
by: Namdari, Jamshid, et al.
Published: (2024)

Tensor Time Series Imputation through Tensor Factor Modelling
by: Cen, Zetai, et al.
Published: (2024)

Matrix-valued Factor Model with Time-varying Main Effects
by: Lam, Clifford, et al.
Published: (2024)

Sparsity of the Main Effect Matrix Factor Model
by: Cen, Zetai, et al.
Published: (2025)

Hybrid Partial Least Squares Regression with Multiple Functional and Scalar Predictors
by: Mun, Jongmin, et al.
Published: (2026)

Extreme-PLS with missing data under weak dependence
by: Girard, Stéphane, et al.
Published: (2025)

Regularized Estimation of Sparse Spectral Precision Matrices
by: Deb, Navonil, et al.
Published: (2024)

On Testing Kronecker Product Structure in Tensor Factor Models
by: Cen, Zetai, et al.
Published: (2025)

Identification and Estimation of Multi-order Tensor Factor Models
by: Cen, Zetai
Published: (2025)

Detecting State Changes in Functional Neuronal Connectivity using Factorial Switching Linear Dynamical Systems
by: Gong, Yiwei, et al.
Published: (2024)

Sample Splitting and Assessing Goodness-of-fit of Time Series
by: Davis, Richard A., et al.
Published: (2024)

Nonparametric Vector Quantile Autoregression
by: González-Sanz, Alberto, et al.
Published: (2025)

Sparse canonical correlation analysis for multiple measurements with latent trajectories
by: Senar, Nuria, et al.
Published: (2025)

Extending finite mixture models with skew-normal distributions and hidden Markov models for time series
by: Nigri, Andrea, et al.
Published: (2025)

Clustering Multivariate Time Series using Energy Distance
by: Davis, Richard A., et al.
Published: (2023)

The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
by: Spector, Asher, et al.
Published: (2024)

Bayesian Benefit-Risk Assessment with Dependent Outcomes via Latent Factor Models
by: Vamvourellis, Konstantinos, et al.
Published: (2022)

Scale Invariant Correspondence Analysis
by: Choulakian, Vartan
Published: (2023)

Multivariate Functional Principal Component Analysis for Mixed-Type mHealth Data: An Application to Mood Disorders
by: Dey, Debangan, et al.
Published: (2026)

Multiple Regression Analysis of Unmeasured Confounding
by: Knaeble, Brian, et al.
Published: (2025)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)

Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
by: Rodeschini, Jacopo, et al.
Published: (2025)

Predicting Dengue Outbreaks: A Dynamic Approach with Variable Length Markov Chains and Exogenous Factors
by: Rocha, Marília Gabriela, et al.
Published: (2024)

Estimation of the Risk Measure under a Nuisance Autoregression
by: Jurečková, Jana, et al.
Published: (2026)

Eliciting core spatial association from spatial time series: a random matrix approach
by: Bhattacharjee, Madhuchhanda, et al.
Published: (2026)

Spatio-temporal patterns of diurnal temperature: a random matrix approach I-case of India
by: Bhattacharjee, Madhuchhanda, et al.
Published: (2024)

Statistical Inference for Low-Rank Tensor Models
by: Xu, Ke, et al.
Published: (2025)

Circular and Spherical Projected Cauchy Distributions: A Novel Framework for Circular and Directional Data Modeling
by: Tsagris, Michail, et al.
Published: (2023)

Spatial Scalar-on-Function Quantile Regression Model
by: Mutis, Muge, et al.
Published: (2025)

Functional Periodic ARMA Processes
by: Kühnert, Sebastian, et al.
Published: (2025)

A comparison between initialization strategies for the infinite hidden Markov model
by: Cortese, Federico P., et al.
Published: (2025)

A unified framework of principal component analysis and factor analysis
by: Xiong, Shifeng
Published: (2024)

Principal Component Analysis and biplots. A Back-to-Basics Comparison of Implementations
by: Settanni, Ettore
Published: (2024)

Spectral Graph Filtering for Modality-Specific Representation Learning
by: Yoffe, Shira, et al.
Published: (2024)

Beyond the Trade-off Curve: Multivariate and Advanced Risk-Utility Maps for Evaluating Anonymized and Synthetic Data
by: Thees, Oscar, et al.
Published: (2025)

Principal component analysis for max-stable distributions
by: Reinbott, Felix, et al.
Published: (2024)

Bi-dendrograms for clustering the categories of a multivariate categorical data set
by: Greenacre, Michael, et al.
Published: (2025)

Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)

Club Exco: clustering brain extreme communities from multi-channel EEG data
by: Guerrero, Matheus B., et al.
Published: (2022)