Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428): Difference between revisions

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+Break detection in the covariance structure of multivariate time series models
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+Functional Generalized Autoregressive Conditional Heteroskedasticity
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+Split invariance principles for stationary processes
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+Generalized autoregressive conditional heteroscedasticity
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+Weakly dependent functional data
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+Inference for functional data with applications
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