Pages that link to "Item:Q355089"
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The following pages link to Fourier analysis of stationary time series in function space (Q355089):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Dependent functional data (Q1952694) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Functional estimation of anisotropic covariance and autocovariance operators on the sphere (Q2084469) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Spatial Cox processes in an infinite-dimensional framework (Q2125481) (← links)
- Prediction theory for stationary functional time series (Q2135727) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- A note on Herglotz's theorem for time series on function spaces (Q2175334) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Asymptotics for spherical functional autoregressions (Q2656599) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← 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)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
