Bootstrapping covariance operators of functional time series (Q4987545): Difference between revisions

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+.06721
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+Recent advances in functional data analysis and high-dimensional statistics
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+Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
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+Detecting Changes in the Mean of Functional Observations
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+On the asymptotic normality of kernel estimators of the long run covariance of functional time series
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+Testing equality between several populations covariance operators
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+Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
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+Estimation of mean and covariance operator of autoregressive processes in Banach spaces
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+Change-point detection and bootstrap for Hilbert space valued random fields
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
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+Testing the Equality of Covariance Operators in Functional Samples
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+An introduction to recent advances in high/infinite dimensional statistics
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+Inference for functional data with applications
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+Testing for independence between functional time series
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+Testing for a change in covariance operator
@@ Property / cites work: Testing for a change in covariance operator / rank @@
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+Fourier analysis of stationary time series in function space
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+Sieve bootstrap for functional time series
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+Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data
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+Distances and inference for covariance operators
@@ Property / cites work: Distances and inference for covariance operators / rank @@
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+Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
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+Q4839388
@@ Property / cites work: Q4839388 / rank @@
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+A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
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+Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
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+Bootstrap methods for stationary functional time series
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+Sequential block bootstrap in a Hilbert space with application to change point analysis
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+Two sample inference for the second-order property of temporally dependent functional data
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+Publication:4987545