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

Newer edit →

@@ Property / publication date @@
+November 2017Timestamp +2017-11-09T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-11-09T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 9 November 2017 / rank @@
+Normal rank
@@ Property / author @@
+Gregory Rice
@@ Property / author: Gregory Rice / rank @@
+Normal rank
@@ Property / author @@
+Han Lin Shang
@@ Property / author: Han Lin Shang / rank @@
+Normal rank
@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
+Normal rank
@@ Property / title @@
+Inference for the autocovariance of a functional time series under conditional heteroscedasticity (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62073
@@ Property / zbMATH Open document ID: 1378.62073 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+http://hdl.handle.net/1885/139056
@@ Property / full work available at URL: http://hdl.handle.net/1885/139056 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6804468
@@ Property / zbMATH DE Number: 6804468 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autocovariance
@@ Property / zbMATH Keywords: autocovariance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional heteroskedasticity
@@ Property / zbMATH Keywords: conditional heteroskedasticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+functional data
@@ Property / zbMATH Keywords: functional data / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+tensorA
@@ Property / describes a project that uses: tensorA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2755085875
@@ Property / OpenAlex ID: W2755085875 / rank @@
+Normal rank
@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
+Normal rank
@@ Property / cites work @@
+Functional Generalized Autoregressive Conditional Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Split invariance principles for stationary processes
+Normal rank
@@ Property / cites work @@
+Q4219109
@@ Property / cites work: Q4219109 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+A family of minimax rates for density estimators in continuous time
+Normal rank
@@ Property / cites work @@
+On the CLT for discrete Fourier transforms of functional time series
+Normal rank
@@ Property / cites work @@
+Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Diagnostic Checking in ARMA Models With Uncorrelated Errors
+Normal rank
@@ Property / cites work @@
+Portmanteau Test of Independence for Functional Observations
+Normal rank
@@ Property / cites work @@
+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
+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 @@
+Inference for functional data with applications
@@ Property / cites work: Inference for functional data with applications / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive bandwidth selection in the long run covariance estimator of functional time series
+Normal rank
@@ Property / cites work @@
+On weak invariance principles for sums of dependent random functionals
+Normal rank
@@ Property / cites work @@
+Curve forecasting by functional autoregression
@@ Property / cites work: Curve forecasting by functional autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+An innovations algorithm for the prediction of functional linear processes
+Normal rank
@@ Property / cites work @@
+Predictability of shapes of intraday price curves
@@ Property / cites work: Predictability of shapes of intraday price curves / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Functional Data Analysis
@@ Property / cites work: Introduction to Functional Data Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Modified Normal-based Approximation to the Percentiles of Linear Combination of Independent Random Variables with Applications
+Normal rank
@@ Property / cites work @@
+Q4821817
@@ Property / cites work: Q4821817 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved multivariate portmanteau test
@@ Property / cites work: Improved multivariate portmanteau test / rank @@
+Normal rank
@@ Property / cites work @@
+Q4485695
@@ Property / cites work: Q4485695 / rank @@
+Normal rank
@@ Property / cites work @@
+Fourier analysis of stationary time series in function space
+Normal rank
@@ Property / cites work @@
+Q4000342
@@ Property / cites work: Q4000342 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference For Autocorrelations Under Weak Assumptions
+Normal rank
@@ Property / cites work @@
+Q4408719
@@ Property / cites work: Q4408719 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic spectral theory for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Residual‐based diagnostics for conditional heteroscedasticity models
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+White noise testing and model diagnostic checking for functional time series
+Normal rank
@@ Property / cites work @@
+Two sample inference for the second-order property of temporally dependent functional data
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:91428