Tempered functional time series (Q6135345): Difference between revisions

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+Change point tests in functional factor models with application to yield curves
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+Linear processes in function spaces. Theory and applications
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+Time series: theory and methods.
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+Point optimal testing with roots that are functionally local to unity
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+Boundary Limit Theory for Functional Local to Unity Regression
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
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+A note on Herglotz's theorem for time series on function spaces
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+Rescaled variance and related tests for long memory in volatility and levels
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+Functional dynamic factor models with application to yield curve forecasting
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+Dynamic Functional Principal Components
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+Weakly dependent functional data
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+Inference for functional data with applications
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+Estimation of the Mean of Functional Time Series and a Two-Sample Problem
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+Testing stationarity of functional time series
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+Frequency domain theory for functional time series: variance decomposition and an invariance principle
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+Introduction to Functional Data Analysis
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+Principal components analysis of regularly varying functions
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+Long-Range Dependent Curve Time Series
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+Local Whittle estimation of long‐range dependence for functional time series
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+NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS
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+A multivariate stochastic unit root model with an application to derivative pricing
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+IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
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+Hybrid stochastic local unit roots
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+Modeling and forecasting electricity spot prices: a functional data perspective
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+Fourier analysis of stationary time series in function space
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+Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
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+Time Series Regression with a Unit Root
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+Dating the timeline of financial bubbles during the subprime crisis
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+On limit theorems for Banach-space-valued linear processes
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+OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE
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+A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
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+Invariance principles for tempered fractionally integrated processes
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+A moment-based notion of time dependence for functional time series
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+Functional Data Analysis for Sparse Longitudinal Data
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+White noise testing and model diagnostic checking for functional time series
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+Publication:6135345