Estimation in Functional Lagged Regression
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Publication:5256819
DOI10.1111/jtsa.12114zbMath1325.62168OpenAlexW1920858266MaRDI QIDQ5256819
Łukasz Kidziński, Siegfried Hörmann, Piotr S. Kokoszka
Publication date: 29 June 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12114
Related Items (6)
Finite sample theory for high-dimensional functional/scalar time series with applications ⋮ Optimal eigen expansions and uniform bounds ⋮ Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Functional lagged regression with sparse noisy observations ⋮ On the CLT for discrete Fourier transforms of functional time series ⋮ Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
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