Pages that link to "Item:Q2630350"

The following pages link to White noise testing and model diagnostic checking for functional time series (Q2630350):

Displaying 17 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
• Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
• Testing for periodicity in functional time series (Q1991685) (← links)
• A test for heteroscedasticity in functional linear models (Q2161025) (← links)
• Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
• A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
• Risk analysis of cumulative intraday return curves (Q2417028) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
• Seasonal functional autoregressive models (Q5063322) (← links)
• Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
• Inference in functional factor models with applications to yield curves (Q6134635) (← links)
• Tempered functional time series (Q6135345) (← links)
• White noise testing for functional time series (Q6158229) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)