On estimation of mean and covariance functions in repeated time series with long-memory errors

DOI10.1007/s10986-014-9224-1zbMath1307.62108OpenAlexW2010516598MaRDI QIDQ2257486

Jan Beran, Haiyan Liu

Publication date: 25 February 2015

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-014-9224-1

zbMATH Keywords

covariance functionkernel estimationfunctional limit theoremlong-range dependencerepeated time seriesFDAhigher-order kernels

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (4)

Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors ⋮ On two sample inference for eigenspaces in functional data analysis with dependent errors ⋮ On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity ⋮ Functional autoregressive process with seasonality

Uses Software

• fda (R)
• longmemo

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