On consistency and sparsity for high-dimensional functional time series with application to autoregressions

sparsity functional principal component analysis high-dimensional functional time series functional stability measure non-asymptotics vector functional autoregression

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Multivariate analysis (62Hxx) Inference from stochastic processes (62Mxx)

Cites Work

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On consistency and sparsity for high-dimensional functional time series with application to autoregressions
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Cited In (7)

On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions
White noise testing for functional time series
An autocovariance-based learning framework for high-dimensional functional time series
On consistency and sparsity for high-dimensional functional time series with application to autoregressions
A journey from univariate to multivariate functional time series: a comprehensive review
Regularized estimation in sparse high-dimensional time series models
Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series

Uses Software

fda (R)

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