Preprint
Jul 2026
Minimax prediction in the Functional Autoregressive Model
The Functional Autoregressive Model (FAR) generalizes the multivariate AR(1) model in Time Series Analysis to functional data. It serves as a historical foundational point in the study of functional time series and remains a fundamental and widely used model for dependent functional data. The process-the observed data-...
André Mas, A. Roche
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