Fractionally integrated curve time series with cointegration (Q6635575)
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scientific article; zbMATH DE number 7941328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractionally integrated curve time series with cointegration |
scientific article; zbMATH DE number 7941328 |
Statements
Fractionally integrated curve time series with cointegration (English)
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12 November 2024
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fractional cointegration
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long-memory time series
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functional data
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functional principal component analysis
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limit theorems
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0.8186922073364258
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0.8140614032745361
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0.8125723600387573
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0.811328113079071
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0.810123860836029
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