Pages that link to "Item:Q1766074"
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The following pages link to Weak convergence for the covariance operators of a Hilbertian linear process. (Q1766074):
Displayed 24 items.
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
- Test of independence for functional data (Q391591) (← links)
- Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- Sparse functional principal component analysis in a new regression framework (Q830527) (← links)
- Testing for the mean of random curves: a penalization approach (Q882913) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
- A survey of functional principal component analysis (Q1621666) (← links)
- Dependent functional data (Q1952694) (← links)
- Robust functional principal component analysis based on a new regression framework (Q2102971) (← links)
- SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
- A modification of Silverman's method for smoothed functional principal components analysis (Q2320911) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- A sufficient condition for the CLT in the space of nuclear operators -- application to covariance of random functions (Q2497812) (← links)
- Assessing extrema of empirical principal component functions (Q2500461) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- On an autoregressive process driven by a sequence of Gaussian cylindrical random variables (Q4957785) (← links)
- Functional data clustering using principal curve methods (Q5104527) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- On Properties of Functional Principal Components Analysis (Q5434734) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)