Pages that link to "Item:Q5237526"
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The following pages link to Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526):
Displayed 4 items.
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)