Functional ARCH and GARCH models: a Yule-Walker approach
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Cites work
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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
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- Trend filtering for functional data
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