Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series

DOI10.1007/S10182-022-00463-7MaRDI QIDQ6065670zbMATH OpenFDO

Authors Han Lin Shang

Publication date 15 November 2023

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10182-022-00463-7

zbMATH Keywords

functional autoregressive fractionally integrated moving averagefunctional principal component analysislocal Whittle estimatorlong-run covariance functionvector autoregression

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Fractionally integrated curve time series with cointegration

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