Long-Range Dependent Curve Time Series (Q5130636): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q418244
ReferenceBot (talk | contribs)
Changed an Item
 
(8 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Peter M. Robinson / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: fda (R) / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Forecast / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: longmemo / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: forecast / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2937542398 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two estimators of the long-run variance: beyond short memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On large-sample estimation for the mean of a stationary random sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Generalized Autoregressive Conditional Heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying the finite dimensionality of curve time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Memory Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak invariance principles for sums of dependent random functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear processes in function spaces. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference and Prediction in Large Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric estimation in long-range dependent volatility models: theory and practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Operator self-similar processes and functional central limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional coefficient moving average model with application to forecasting Chinese CPI / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Invariance Principle for Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for Hilbert space-valued linear processes under long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric functional data analysis. Theory and practice. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3399435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric mortality improvement rate modelling and projecting / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Properties of Functional Principal Components Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing the Finite Dimensionality of Functional Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3265185 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional dynamic factor models with application to yield curve forecasting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weakly dependent functional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for functional data with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing stationarity of functional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional differencing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust forecasting of mortality and fertility rates: a functional data approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3227985 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Functional Data Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for the autocovariance of a functional time series under conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional prediction of intraday cumulative returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor modeling for high-dimensional time series: inference for the number of factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic functional data analysis with non-parametric state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting the Number of Principal Components in Functional Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convolutional autoregressive models for functional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Term Memory in Stock Market Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long‐Memory Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Description length and dimensionality reduction in functional data analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional data analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric analysis of long-memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian semiparametric estimation of long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4682143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of functional principal component analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods for stationary functional time series / rank
 
Normal rank

Latest revision as of 23:16, 23 July 2024

scientific article; zbMATH DE number 7268015
Language Label Description Also known as
English
Long-Range Dependent Curve Time Series
scientific article; zbMATH DE number 7268015

    Statements

    Long-Range Dependent Curve Time Series (English)
    0 references
    0 references
    0 references
    0 references
    28 October 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    curve process
    0 references
    functional FARIMA
    0 references
    functional principal component analysis
    0 references
    limit theorems
    0 references
    long-range dependence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references