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

@@ 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