On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488)
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English | On consistency and sparsity for high-dimensional functional time series with application to autoregressions |
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On consistency and sparsity for high-dimensional functional time series with application to autoregressions (English)
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19 December 2022
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functional principal component analysis
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functional stability measure
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high-dimensional functional time series
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non-asymptotics
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sparsity
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vector functional autoregression
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