Weak invariance principles for sums of dependent random functions
From MaRDI portal
(Redirected from Publication:1933592)
Recommendations
- On weak invariance principles for sums of dependent random functionals
- scientific article; zbMATH DE number 2058905
- scientific article; zbMATH DE number 3949381
- Publication:3492499
- scientific article; zbMATH DE number 3860073
- scientific article; zbMATH DE number 4064164
- scientific article; zbMATH DE number 4038906
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- Probability inequalities for sums of weakly dependent random variables
Cited in
(39)- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Functional generalized autoregressive conditional heteroskedasticity
- KPSS test for functional time series
- On weak invariance principles for partial sums
- Testing stationarity of functional time series
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Statistical inference for the slope parameter in functional linear regression
- Quantifying deviations from separability in space-time functional processes
- On weak invariance principles for sums of dependent random functionals
- scientific article; zbMATH DE number 4038906 (Why is no real title available?)
- Testing for independence between functional time series
- An RKHS approach for pivotal inference in functional linear regression
- Functional data analysis in the Banach space of continuous functions
- Seasonal functional autoregressive models
- Convolutional autoregressive models for functional time series
- Detecting relevant changes in the spatiotemporal mean function
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
- Long-range dependent curve time series
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- Local Whittle estimation of long-range dependence for functional time series
- Inference for the lagged cross-covariance operator between functional time series
- Detecting structural breaks in eigensystems of functional time series
- Break point detection for functional covariance
- Approximation of \(L_2\)-processes by Gaussian processes
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- Two-sample and change-point inference for non-Euclidean valued time series
- Test of change point versus long-range dependence in functional time series
- A moment-based notion of time dependence for functional time series
- scientific article; zbMATH DE number 919357 (Why is no real title available?)
- A bootstrap-based KPSS test for functional time series
- Detection and localization of changes in a panel of densities
- scientific article; zbMATH DE number 3876305 (Why is no real title available?)
- On the CLT for discrete Fourier transforms of functional time series
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Nonstationary fractionally integrated functional time series
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Test of independence for functional data
- Testing equality of means when the observations are from functional time series
- Weak Compactness of Random Sumsof Independent Random Variables
This page was built for publication: Weak invariance principles for sums of dependent random functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933592)
