On weak invariance principles for sums of dependent random functionals
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Cites work
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- Inference for functional data with applications
- Non-strong mixing autoregressive processes
- Nonlinear system theory: Another look at dependence
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- The conditional central limit theorem in Hilbert spaces.
- Weak invariance principles for sums of dependent random functions
- Weakly dependent functional data
Cited in
(29)- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- Weak invariance principles for sums of dependent random functions
- Change point analysis of covariance functions: a weighted cumulative sum approach
- On weak invariance principles for partial sums
- The invariance principle for random sums of a double random sequence
- Testing equality of means when the observations are from functional time series
- Functional generalized autoregressive conditional heteroskedasticity
- scientific article; zbMATH DE number 3848324 (Why is no real title available?)
- scientific article; zbMATH DE number 3876305 (Why is no real title available?)
- Optimal eigen expansions and uniform bounds
- scientific article; zbMATH DE number 3923769 (Why is no real title available?)
- К принципу инвариантности
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- scientific article; zbMATH DE number 2058885 (Why is no real title available?)
- scientific article; zbMATH DE number 3994645 (Why is no real title available?)
- scientific article; zbMATH DE number 919357 (Why is no real title available?)
- Weak Compactness of Random Sumsof Independent Random Variables
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Higher-order accurate spectral density estimation of functional time series
- Inference for the lagged cross-covariance operator between functional time series
- Local Invariance Principle for Independent and Identically Distributed Random Variables
- Change point analysis of functional variance function with stationary error
- Statistical inference and goodness-of-fit test in functional data via error distribution function
- Functional sieve bootstrap for the partial sum process with an application to change-point detection
- On the CLT for discrete Fourier transforms of functional time series
- Structural change detection for mean and scale functions in nonstationary functional time series
- Testing for independence between functional time series
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity
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