Functional prediction of intraday cumulative returns
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Publication:4970962
Cites work
- scientific article; zbMATH DE number 5828468 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
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- On consistency and sparsity for principal components analysis in high dimensions
- Portmanteau Test of Independence for Functional Observations
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- The Fitting of Time-Series Models
- Weakly dependent functional data
Cited in
(7)- Nonparametric regression for locally stationary functional time series
- Long-range dependent curve time series
- Elastic functional changepoint detection of climate impacts from localized sources
- Scalable multiple changepoint detection for functional data sequences
- Predictability of shapes of intraday price curves
- Risk analysis of cumulative intraday return curves
- Bootstrap methods for stationary functional time series
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