Pages that link to "Item:Q5283412"
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The following pages link to A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412):
Displaying 15 items.
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING (Q4972119) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Tempered functional time series (Q6135345) (← links)
- Functional principal component analysis for cointegrated functional time series (Q6194053) (← links)
