Pages that link to "Item:Q2348730"

The following pages link to Two sample inference for the second-order property of temporally dependent functional data (Q2348730):

Displaying 19 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
• Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
• Testing equality of spectral density operators for functional processes (Q2078561) (← links)
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
• Quadratic forms of the empirical processes for the two-sample problem for functional data (Q2404163) (← links)
• Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
• Bootstrapping covariance operators of functional time series (Q4987545) (← links)
• Wasserstein autoregressive models for density time series (Q5030950) (← links)
• Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields (Q5881085) (← links)
• Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
• Nonparametric matrix response regression with application to brain imaging data analysis (Q6079253) (← links)
• Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
• Comparison between spatio‐temporal random processes and application to climate model data (Q6179633) (← links)
• Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
• Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)