Functional ARCH and GARCH models: a Yule-Walker approach

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Cited In (7)

A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
Functional horseshoe smoothing for functional trend estimation
Estimation of functional ARMA models
Projection-based white noise and goodness-of-fit tests for functional time series
Change point analysis of covariance functions: a weighted cumulative sum approach
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
Trend filtering for functional data

Uses Software

fda (R)

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