An autocovariance-based learning framework for high-dimensional functional time series (Q6150516): Difference between revisions

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+On the Prediction of Stationary Functional Time Series
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+Regularized estimation in sparse high-dimensional time series models
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+Assessing the Finite Dimensionality of Functional Data
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+Dynamic Functional Principal Components
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+Testing stationarity of functional time series
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+Long-Range Dependent Curve Time Series
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+Fourier analysis of stationary time series in function space
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+Hanson-Wright inequality and sub-Gaussian concentration
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+Functional Data Analysis for Sparse Longitudinal Data
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+Model Selection and Estimation in Regression with Grouped Variables
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+Publication:6150516