The following pages link to Gregory Rice (Q262650):
Displayed 39 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- Addendum to: ``An introduction to functional data analysis and a principal component approach for testing the equality of mean curves'' (Q262651) (← links)
- (Q391590) (redirect page) (← links)
- Test of independence for functional data (Q391591) (← links)
- (Q496980) (redirect page) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Weak invariance principles for sums of dependent random functions (Q1933592) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Rejoinder on: ``Extensions of some classical methods in change point analysis'' (Q2513927) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction (Q4962077) (← links)
- Detecting early or late changes in linear models with heteroscedastic errors (Q5001016) (← links)
- Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction (Q5050829) (← links)
- Detecting common breaks in the means of high dimensional cross-dependent panels (Q5053110) (← links)
- Robust multivariate change point analysis based on data depth (Q5094340) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Testing for changes in linear models using weighted residuals (Q6074726) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
- Estimation of the time of change in panel data (Q6259982) (← links)
- A general white noise test based on kernel lag-window estimates of the spectral density operator (Q6299579) (← links)
- A new class of change point test statistics of R\'enyi type (Q6316661) (← links)
- Estimating the conditional distribution in functional regression problems (Q6366786) (← links)