Pages that link to "Item:Q5135320"
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The following pages link to Tests for conditional heteroscedasticity of functional data (Q5135320):
Displaying 6 items.
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Intra-day co-movements of crude oil futures: China and the international benchmarks (Q2150840) (← links)
- A test for heteroscedasticity in functional linear models (Q2161025) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- White noise testing for functional time series (Q6158229) (← links)
