Bootstrap methods for stationary functional time series

DOI10.1007/s11222-016-9712-8zbMath1505.62368arXiv1610.00773MaRDI QIDQ1702275

Han Lin Shang

Publication date: 28 February 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.00773

zbMATH Keywords

maximum entropy; functional principal component analysis; functional kernel regression; long-run covariance; functional autoregressive process; plug-in bandwidth

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62H25: Factor analysis and principal components; correspondence analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62R10: Functional data analysis

62G09: Nonparametric statistical resampling methods

Uses Software

• R
• fda (R)
• refund
• meboot
• freqdom.fda