Pages that link to "Item:Q308370"
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The following pages link to Convolutional autoregressive models for functional time series (Q308370):
Displaying 10 items.
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
- Stock market trend prediction using a functional time series approach (Q5215439) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Functional time series forecasting: functional singular spectrum analysis approaches (Q6548881) (← links)
- A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)
- Functional quantile autoregression (Q6664651) (← links)
