Grey prediction method for functional time series
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Cites work
- Adaptive estimation for weakly dependent functional times series
- Bootstrap Prediction Bands for Functional Time Series
- Dependence-Based Fuzzy Clustering of Functional Time Series
- Dynamic functional principal components
- Functional Time Series Prediction Under Partial Observation of the Future Curve
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- scientific article; zbMATH DE number 7108274 (Why is no real title available?)
- Local Whittle estimation of long-range dependence for functional time series
- Locally stationary functional time series
- On the prediction of stationary functional time series
- Robust forecasting of mortality and fertility rates: a functional data approach
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
- Statistical inference for high-dimensional panel functional time series
- Tempered functional time series
- Test of change point versus long-range dependence in functional time series
- Testing for periodicity in functional time series
- Testing normality of functional time series
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
- Testing separability of functional time series
- Time series: theory and methods.
- Weakly dependent functional data
- White noise testing for functional time series
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