Pages that link to "Item:Q778883"
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The following pages link to Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883):
Displaying 5 items.
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- A new estimation in functional linear concurrent model with covariate dependent and noise contamination (Q6054660) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
