Pages that link to "Item:Q5130636"

The following pages link to Long-Range Dependent Curve Time Series (Q5130636):

Displaying 27 items.

• Random discretization of stationary continuous time processes (Q2036302) (← links)
• Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• On projection methods for functional time series forecasting (Q2078562) (← links)
• On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
• Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
• Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
• Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
• A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
• Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
• Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
• Tempered functional time series (Q6135345) (← links)
• An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
• Functional principal component analysis for cointegrated functional time series (Q6194053) (← links)
• Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications (Q6197997) (← links)
• Functional time series forecasting: functional singular spectrum analysis approaches (Q6548881) (← links)
• Intraday Periodic Volatility Curves (Q6567911) (← links)
• Detection and estimation of structural breaks in high-dimensional functional time series (Q6621544) (← links)
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure (Q6626268) (← links)
• Fractionally integrated curve time series with cointegration (Q6635575) (← links)
• Test of change point versus long-range dependence in functional time series (Q6641042) (← links)