Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series

DOI10.1214/23-EJS2112OpenAlexW4319442671MaRDI QIDQ2689595FDOQ2689595

Authors: Chi-Kuang Yeh, Gregory Rice, Joel A. Dubin 

Publication date: 13 March 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.05806

zbMATH Keywords

functional dataforecastingrobustnessmodel diagnosisserial dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (4)

• White noise testing for functional time series
• A journey from univariate to multivariate functional time series: a comprehensive review
• Asymptotics for spherical functional autoregressions
• SPHARMA approximations for stationary functional time series on the sphere

Uses Software

• R
• forecast
• fda (R)
• Forecast
• astsa

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