A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412): Difference between revisions

Latest revision as of 03:46, 14 July 2024

scientific article; zbMATH DE number 6751215

Language	Label	Description	Also known as
English	A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series	scientific article; zbMATH DE number 6751215

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instance of

scholarly article

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title

A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (English)

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Journal of Time Series Analysis

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publication date

21 July 2017

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full work available at URL

https://arxiv.org/abs/1604.02724

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zbMATH Keywords

bandwidth selection

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long-run covariance estimation

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functional time series

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MaRDI profile type

MaRDI publication profile

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cites work

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

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Detecting and estimating changes in dependent functional data

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Evaluating stationarity via change-point alternatives with applications to fMRI data

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Functional Generalized Autoregressive Conditional Heteroskedasticity

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On the Prediction of Stationary Functional Time Series

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PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA

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On the asymptotic normality of kernel estimators of the long run covariance of functional time series

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Autoregressive Forecasting of Some Functional Climatic Variations

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Linear processes in function spaces. Theory and applications

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LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION

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Nonparametric functional data analysis. Theory and practice.

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A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION

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A FUNCTIONAL VERSION OF THE ARCH MODEL

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Weakly dependent functional data

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Testing stationarity of functional time series

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Adaptive bandwidth selection in the long run covariance estimator of functional time series

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Curve forecasting by functional autoregression

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Exact mean integrated squared error

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Automatic Lag Selection in Covariance Matrix Estimation

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Fourier analysis of stationary time series in function space

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On Consistent Estimates of the Spectrum of a Stationary Time Series

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Adaptive bandwidth choice

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The impact of bootstrap methods on time series analysis

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HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES

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On flat-top kernel spectral density estimators for homogeneous random fields

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Multivariate density estimation with general flat-top kernels of infinite order

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White noise testing and model diagnostic checking for functional time series

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Testing the structural stability of temporally dependent functional observations and application to climate projections

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Identifiers

zbMATH Open document ID

1367.62094

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DOI

10.1111/jtsa.12229

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5283412

@@ Property / Wikidata QID @@
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@@ Property / Wikidata QID: Q58288542 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.02724
@@ Property / arXiv ID: 1604.02724 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
+Normal rank
@@ Property / cites work @@
+Detecting and estimating changes in dependent functional data
+Normal rank
@@ Property / cites work @@
+Evaluating stationarity via change-point alternatives with applications to fMRI data
+Normal rank
@@ Property / cites work @@
+Functional Generalized Autoregressive Conditional Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+On the Prediction of Stationary Functional Time Series
+Normal rank
@@ Property / cites work @@
+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
@@ Property / cites work: PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA / rank @@
+Normal rank
@@ Property / cites work @@
+On the asymptotic normality of kernel estimators of the long run covariance of functional time series
+Normal rank
@@ Property / cites work @@
+Autoregressive Forecasting of Some Functional Climatic Variations
+Normal rank
@@ Property / cites work @@
+Linear processes in function spaces. Theory and applications
+Normal rank
@@ Property / cites work @@
+LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
@@ Property / cites work: LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric functional data analysis. Theory and practice.
+Normal rank
@@ Property / cites work @@
+A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION
+Normal rank
@@ Property / cites work @@
+A FUNCTIONAL VERSION OF THE ARCH MODEL
@@ Property / cites work: A FUNCTIONAL VERSION OF THE ARCH MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Weakly dependent functional data
@@ Property / cites work: Weakly dependent functional data / rank @@
+Normal rank
@@ Property / cites work @@
+Testing stationarity of functional time series
@@ Property / cites work: Testing stationarity of functional time series / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive bandwidth selection in the long run covariance estimator of functional time series
+Normal rank
@@ Property / cites work @@
+Curve forecasting by functional autoregression
@@ Property / cites work: Curve forecasting by functional autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Exact mean integrated squared error
@@ Property / cites work: Exact mean integrated squared error / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Fourier analysis of stationary time series in function space
+Normal rank
@@ Property / cites work @@
+On Consistent Estimates of the Spectrum of a Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Adaptive bandwidth choice
@@ Property / cites work: Adaptive bandwidth choice / rank @@
+Normal rank
@@ Property / cites work @@
+The impact of bootstrap methods on time series analysis
+Normal rank
@@ Property / cites work @@
+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
+Normal rank
@@ Property / cites work @@
+On flat-top kernel spectral density estimators for homogeneous random fields
+Normal rank
@@ Property / cites work @@
+Multivariate density estimation with general flat-top kernels of infinite order
+Normal rank
@@ Property / cites work @@
+White noise testing and model diagnostic checking for functional time series
+Normal rank
@@ Property / cites work @@
+Testing the structural stability of temporally dependent functional observations and application to climate projections
+Normal rank