Functional linear regression with truncated signatures
Adeline Fermanian
Topics & Concepts
MathematicsFunctional principal component analysisEstimatorCovariateTruncation (statistics)Applied mathematicsSignature (topology)Functional data analysisLinear formIterated functionLinear regressionRepresentation (politics)RegressionLinear modelFunction (biology)EconometricsStatisticsMathematical analysisEvolutionary biologyGeometryPoliticsBiologyLawPolitical scienceStatistical Methods and InferenceControl Systems and IdentificationAdvanced Statistical Methods and Models