Nonstationary fractionally integrated functional time series (Q2692545): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
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+Identifying the finite dimensionality of curve time series
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+REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES
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+Cointegrated Linear Processes in Hilbert Space
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+Weak invariance principles for sums of dependent random functions
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+Q5560061
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+Linear processes in function spaces. Theory and applications
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+Nonstationarity in time series of state densities
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+Semiparametric estimation of fractional cointegrating subspaces
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Nonparametric functional data analysis. Theory and practice.
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+COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES
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+Classes of linear operators. Vol. I
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+Assessing the Finite Dimensionality of Functional Data
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+Weakly dependent functional data
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+Inference for functional data with applications
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+Testing stationarity of functional time series
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
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+Q3827437
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Factor modeling for high-dimensional time series: inference for the number of factors
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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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+Selecting the Number of Principal Components in Functional Data
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+Weak convergence of multivariate fractional processes
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+Fully Modified Least Squares and Vector Autoregression
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+Local Whittle estimation in nonstationary and unit root cases.
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+Asymptotics for linear processes
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+Functional data analysis.
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+Gaussian semiparametric estimation of long range dependence
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+The distance between rival nonstationary fractional processes
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+Multiple local Whittle estimation in stationary systems
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+Narrow-band analysis of nonstationary processes
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+Exact local Whittle estimation of fractional integration
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Identifying Cointegration by Eigenanalysis
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