Pages that link to "Item:Q5093212"
From MaRDI portal
The following pages link to Predictability of shapes of intraday price curves (Q5093212):
Displaying 8 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- P. Secchi, S. Vantini and V. Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan'' (Q497814) (← links)
- Optimal prediction for additive function-on-function regression (Q1711592) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)