Long-Range Dependent Curve Time Series
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Publication:5130636
DOI10.1080/01621459.2019.1604362zbMath1445.62231MaRDI QIDQ5130636
Han Lin Shang, Degui Li, Peter M. Robinson
Publication date: 28 October 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/144904/1/LRS_JASA.pdf
long-range dependence; limit theorems; functional principal component analysis; curve process; functional FARIMA
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62R10: Functional data analysis
Uses Software