Pages that link to "Item:Q5378118"
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The following pages link to Dynamic Functional Principal Components (Q5378118):
Displayed 50 items.
- freqdom.fda (Q52046) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan'' by P. Secchi, S. Vantini, and V. Vitelli (Q497823) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← 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)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems (Q2102970) (← links)
- Robust functional principal component analysis based on a new regression framework (Q2102971) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- A note on Herglotz's theorem for time series on function spaces (Q2175334) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Functional single-index quantile regression models (Q2195823) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate (Q2280619) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
- Functional principal component analysis estimator for non-Gaussian data (Q5096688) (← links)
- A robust functional time series forecasting method (Q5107356) (← 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)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Dynamic principal component analysis with missing values (Q5861402) (← links)
- Principal Component Analysis of Spatially Indexed Functions (Q6044633) (← links)
- Tempered functional time series (Q6135345) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)