Laukaitis, Algirdas; Vasilecas, Olegas; Laukaitis, Ricardas - In: Statistics & Probability Letters 79 (2009) 1, pp. 38-43
In this paper, we suggest to use wavelet packet bases as an alternative to the widely used principal component analysis in an estimation of the functional autoregressive processes. By extending the notion of the so-called non-standard form of operators representation, we search for the "best"...