Pages that link to "Item:Q5367373"
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The following pages link to On the Prediction of Stationary Functional Time Series (Q5367373):
Displaying 50 items.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Recent developments in complex and spatially correlated functional data (Q783297) (← links)
- Simultaneous inference of the mean of functional time series (Q887244) (← links)
- Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study (Q1654235) (← links)
- Functional linear regression with functional response (Q1676375) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- On projection methods for functional time series forecasting (Q2078562) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- Prediction theory for stationary functional time series (Q2135727) (← 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)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- Shape-preserving prediction for stationary functional time series (Q2233562) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves (Q2247643) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Multi-dimensional functional principal component analysis (Q2361466) (← links)
- Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS (Q5059129) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- A robust functional time series forecasting method (Q5107356) (← links)
- Forecasting functional time series using weighted likelihood methodology (Q5107506) (← links)
- Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
