Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
From MaRDI portal
(Redirected from Publication:2447653)
Recommendations
Cites work
- scientific article; zbMATH DE number 5828468 (Why is no real title available?)
- scientific article; zbMATH DE number 4155720 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 2078178 (Why is no real title available?)
- scientific article; zbMATH DE number 1540658 (Why is no real title available?)
- scientific article; zbMATH DE number 4119450 (Why is no real title available?)
- scientific article; zbMATH DE number 3797051 (Why is no real title available?)
- scientific article; zbMATH DE number 3046994 (Why is no real title available?)
- scientific article; zbMATH DE number 3052578 (Why is no real title available?)
- A family of minimax rates for density estimators in continuous time
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Conditional Functional Principal Components Analysis
- Dependent functional data
- Estimation of mean and covariance operator of autoregressive processes in Banach spaces
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Fourier analysis of stationary time series in function space
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- Inference and Prediction in Large Dimensions
- Inference for functional data with applications
- Kernels of Trace Class Operators
- Nonparametric estimation of smoothed principal components analysis of sampled noisy functions
- On Properties of Functional Principal Components Analysis
- Principal components analysis of sampled functions
- Principal components of random variables with values in a seperable hilbert space
- Properties of principal component methods for functional and longitudinal data analysis
- Smoothed functional principal components analysis by choice of norm
- Stochastic processes and statistical inference
- Theory for high-order bounds in functional principal components analysis
- Time series. Data analysis and theory.
- Weak convergence for the covariance operators of a Hilbertian linear process.
- Weakly dependent functional data
Cited in
(46)- Estimation in functional lagged regression
- Dynamic functional principal components
- Asymptotic normality of spectral means of Hilbert space valued random processes
- Conjugate processes: theory and application to risk forecasting
- Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems
- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Tempered functional time series
- Asymptotics for isotropic Hilbert-valued spherical random fields
- Functional data analysis by matrix completion
- Testing stationarity of functional time series
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- White noise testing for functional time series
- Functional data analysis with rough sample paths?
- On the approximate discrete KLT of fractional Brownian motion and applications
- Testing for periodicity in functional time series
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
- White noise testing and model diagnostic checking for functional time series
- Sparsely observed functional time series: estimation and prediction
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
- Prediction theory for stationary functional time series
- A journey from univariate to multivariate functional time series: a comprehensive review
- A nonparametric estimator for the covariance function of functional data
- A randomness test for functional panels
- Identifying the spectral representation of Hilbertian time series
- Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
- Inference for the lagged cross-covariance operator between functional time series
- A new approach for time domain analysis of multivariate and functional time series
- Factor models for high‐dimensional functional time series I: Representation results
- Asymptotics for spherical functional autoregressions
- Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications
- Optimal eigen expansions and uniform bounds
- A note on Herglotz's theorem for time series on function spaces
- On some stable linear functional regression estimators based on random projections
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- A moment-based notion of time dependence for functional time series
- Functional data analysis: an introduction and recent developments
- A note on quadratic forms of stationary functional time series under mild conditions
- Fourier analysis of stationary time series in function space
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Principal Component Analysis of Spatially Indexed Functions
- On the CLT for discrete Fourier transforms of functional time series
- Locally stationary functional time series
- Functional estimation of anisotropic covariance and autocovariance operators on the sphere
- Principal components analysis of periodically correlated functional time series
- SPHARMA approximations for stationary functional time series on the sphere
This page was built for publication: Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2447653)