Higher‐Order Accurate Spectral Density Estimation of Functional Time Series
DOI10.1111/jtsa.12473zbMath1442.62207arXiv1812.03240OpenAlexW2963164366WikidataQ127900190 ScholiaQ127900190MaRDI QIDQ5111775
Tingyi Zhu, Dimitris N. Politis
Publication date: 27 May 2020
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.03240
spectral density estimationfunctional time seriespositive semi-definite estimationflat-top kernelspectral density kernel
Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)
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