Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428): Difference between revisions
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9 November 2017
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Property / author: Piotr S. Kokoszka / rank | |||||||||||||||
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Property / author: Gregory Rice / rank | |||||||||||||||
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Property / author: Han Lin Shang / rank | |||||||||||||||
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Inference for the autocovariance of a functional time series under conditional heteroscedasticity (English) | |||||||||||||||
Property / title: Inference for the autocovariance of a functional time series under conditional heteroscedasticity (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID: 1378.62073 / rank | |||||||||||||||
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Property / full work available at URL: http://hdl.handle.net/1885/139056 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6804468 / rank | |||||||||||||||
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autocovariance | |||||||||||||||
Property / zbMATH Keywords: autocovariance / rank | |||||||||||||||
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conditional heteroskedasticity | |||||||||||||||
Property / zbMATH Keywords: conditional heteroskedasticity / rank | |||||||||||||||
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functional data | |||||||||||||||
Property / zbMATH Keywords: functional data / rank | |||||||||||||||
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Revision as of 12:09, 25 July 2023
scientific article
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English | Inference for the autocovariance of a functional time series under conditional heteroscedasticity |
scientific article |
Statements
162
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32-50
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November 2017
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9 November 2017
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Inference for the autocovariance of a functional time series under conditional heteroscedasticity (English)
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autocovariance
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conditional heteroskedasticity
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functional data
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