Pages that link to "Item:Q3408555"
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The following pages link to Assessing the Finite Dimensionality of Functional Data (Q3408555):
Displaying 35 items.
- Identifying the spectral representation of Hilbertian time series (Q312080) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- Nonparametric operator-regularized covariance function estimation for functional data (Q1615269) (← links)
- A survey of functional principal component analysis (Q1621666) (← links)
- Mixture inner product spaces and their application to functional data analysis (Q1747743) (← links)
- Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- The correction term in a small-ball probability factorization for random curves (Q2078563) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Testing for the rank of a covariance operator (Q2112827) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Dependence measures for model selection in singular spectrum analysis (Q2328777) (← links)
- Description length and dimensionality reduction in functional data analysis (Q2361186) (← links)
- Defining probability density for a distribution of random functions (Q2380100) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- Bootstrap Calibration in Functional Linear Regression Models with Applications (Q3298466) (← links)
- Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach (Q4916922) (← links)
- A block bootstrap for quasi-likelihood in sparse functional data (Q4999843) (← links)
- Smoothed functional canonical correlation analysis of humidity and temperature data (Q5130327) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Evaluation of process capability in multivariate nonlinear profiles (Q5222489) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- Selecting the Number of Principal Components in Functional Data (Q5406357) (← links)
- Low-Rank Covariance Function Estimation for Multidimensional Functional Data (Q5885105) (← links)
- Detecting whether a stochastic process is finitely expressed in a basis (Q6051162) (← links)
- Methods for Scalar‐on‐Function Regression (Q6086488) (← links)
- An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
- Functional random effect time-varying coefficient model for longitudinal data (Q6537826) (← links)
- Detecting the complexity of a functional time series (Q6611225) (← links)
- Functional Linear Regression: Dependence and Error Contamination (Q6620868) (← links)
