Pages that link to "Item:Q2847583"
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The following pages link to A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583):
Displaying 45 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)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Simultaneous inference of the mean of functional time series (Q887244) (← links)
- Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Dependent functional data (Q1952694) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Dynamic partially functional linear regression model (Q2176345) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- Mixing conditions of conjugate processes (Q4997514) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- A Note on Estimation in Hilbertian Linear Models (Q5177950) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES (Q5859555) (← links)
- COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- The scalar-on-function modal regression for functional time series data (Q6536888) (← links)
- Trend filtering for functional data (Q6548836) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Functional horseshoe smoothing for functional trend estimation (Q6593377) (← links)
- A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
- Detection and estimation of structural breaks in high-dimensional functional time series (Q6621544) (← links)
- Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)
- Supervised dimension reduction for functional time series (Q6640078) (← links)
