Pages that link to "Item:Q5255586"
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The following pages link to Tests for Error Correlation in the Functional Linear Model (Q5255586):
Displaying 27 items.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Restricted likelihood ratio tests for linearity in scalar-on-function regression (Q261040) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Test of independence for functional data (Q391591) (← links)
- Optimal prediction for additive function-on-function regression (Q1711592) (← links)
- Convergence of nonparametric functional regression estimates with functional responses (Q1950865) (← links)
- Dependent functional data (Q1952694) (← links)
- Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- A faster U-statistic for testing independence in the functional linear models (Q2059441) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- A test for heteroscedasticity in functional linear models (Q2161025) (← links)
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density (Q2259756) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes (Q2317000) (← links)
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data (Q2342871) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Empirical properties of forecasts with the functional autoregressive model (Q2512788) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Testing the Equality of Covariance Operators in Functional Samples (Q4911970) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- A two sample test based on U-statistic for functional data (Q6043150) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)