Pages that link to "Item:Q1933592"

The following pages link to Weak invariance principles for sums of dependent random functions (Q1933592):

Displaying 29 items.

• Convolutional autoregressive models for functional time series (Q308370) (← links)
• Test of independence for functional data (Q391591) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
• On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
• Testing for independence between functional time series (Q888330) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
• Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
• Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• A moment-based notion of time dependence for functional time series (Q2330725) (← links)
• On weak invariance principles for sums of dependent random functionals (Q2435751) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
• KPSS test for functional time series (Q2953440) (← links)
• Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
• Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
• Seasonal functional autoregressive models (Q5063322) (← links)
• Long-Range Dependent Curve Time Series (Q5130636) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• Break point detection for functional covariance (Q6073412) (← links)
• INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
• Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
• Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)