Local Whittle estimation of long‐range dependence for functional time series (Q5012859): Difference between revisions

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Latest revision as of 07:31, 27 July 2024

scientific article; zbMATH DE number 7433905
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English
Local Whittle estimation of long‐range dependence for functional time series
scientific article; zbMATH DE number 7433905

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    Local Whittle estimation of long‐range dependence for functional time series (English)
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    25 November 2021
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    long-range dependence
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    periodogram
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    functional data
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    functional principal component analysis
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    local Whittle estimation
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