Functional Linear Model

  • eric Ferratyz, Pascal Sardazy
  • Published 1999
In this paper, we study a regression model in which explanatory variables are sampling points of a continuous time process. We propose an estimate of regression by mean of a Functional Principal Component Analysis and analogous to the one introduced by Bosq (1991) in the case of Hilbertian AR processes. Both convergence in probability and almost sure… CONTINUE READING