Bootstrapping covariance operators of functional time series (Q4987545)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrapping covariance operators of functional time series |
scientific article; zbMATH DE number 7342629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrapping covariance operators of functional time series |
scientific article; zbMATH DE number 7342629 |
Statements
Bootstrapping covariance operators of functional time series (English)
0 references
3 May 2021
0 references
covariance operator
0 references
autocovariance
0 references
functional time series
0 references
bootstrap
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.93245596
0 references
0.9131358
0 references
0.8934206
0 references
0.8934206
0 references
0.88650036
0 references
0.87693834
0 references
0.87656546
0 references
0 references
