Pages that link to "Item:Q888330"
From MaRDI portal
The following pages link to Testing for independence between functional time series (Q888330):
Displayed 11 items.
- Gap between orthogonal projectors -- application to stationary processes (Q268775) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- On functional data analysis and related topics (Q2078520) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)