By approximating a stochastic process by means of spline interpolation of its sample-paths, a time dependent state-space model is introduced. Then we derive the expression of the associated transition matrix that allows to obtain a discrete model useful in applications. In order to essay the...

The problem of multicollinearity associated with the estimation of a functional logit model can be solved by using as predictor variables a set of functional principal components. The functional parameter estimated by functional principal component logit regression is often nonsmooth and then...