Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670)
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scientific article; zbMATH DE number 7765566
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| English | Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series |
scientific article; zbMATH DE number 7765566 |
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Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (English)
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15 November 2023
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functional principal component analysis
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functional autoregressive fractionally integrated moving average
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vector autoregression
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local Whittle estimator
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long-run covariance function
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