
Econometrics Seminar Series | Estimating a Covariance Function from Fragments of Functional Data by Aurore Delaigle
Invites you to an Econometrics seminar presented by
University of Melbourne
Estimating a Covariance Function from Fragments of Functional Data
Wednesday 20 April
1.00pm – 2.30pm
Via Zoom: Meeting Link
For further information contact: Econometrics Research Seminar Coordinator Dr Ye Lu (ye.lu1@sydney.edu.au)
Abstract: Functional data are often observed only partially, in the form of fragments. In that case, the standard approaches for estimating the covariance function do not work because entire parts of the domain are completely unobserved. In previous work, Delaigle and Hall (2013, 2016) have suggested ways of estimating the covariance function, based for example on Markov assumptions. In this work we take a completely different approach which does not rely on such assumptions. We show that, using a tensor product approach, it is possible to reconstruct the covariance function using observations located only on the diagonal of its domain.
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