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arXiv · 1309.2178

On the Identifiability of the Functional Convolution Model

Giles Hooker
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Abstract

This report details conditions under which the Functional Convolution Model described in \citet{AHG13} can be identified from Ordinary Least Squares estimates without either dimension reduction or smoothing penalties. We demonstrate that if the covariate functions are not spanned by the space of solutions to linear differential equations, the functional coefficients in the model are uniquely determined in the Sobolev space of functions with absolutely continuous second derivatives.

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Giles Hooker. 2013-09-09. On the Identifiability of the Functional Convolution Model. https://arxiv.org/abs/1309.2178

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