Tempered functional time series
From MaRDI portal
Publication:6135345
DOI10.1111/JTSA.12667MaRDI QIDQ6135345FDOQ6135345
Piotr Kokoszka, Farzad Sabzikar
Publication date: 24 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)
Cites Work
- Dynamic Functional Principal Components
- Time series: theory and methods.
- Inference for functional data with applications
- Functional Data Analysis for Sparse Longitudinal Data
- Linear processes in function spaces. Theory and applications
- White noise testing and model diagnostic checking for functional time series
- Fourier analysis of stationary time series in function space
- Introduction to Functional Data Analysis
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Weakly dependent functional data
- Functional dynamic factor models with application to yield curve forecasting
- Modeling and forecasting electricity spot prices: a functional data perspective
- Asymptotic inference for nearly nonstationary AR(1) processes
- Time Series Regression with a Unit Root
- Rescaled variance and related tests for long memory in volatility and levels
- Dating the timeline of financial bubbles during the subprime crisis
- A multivariate stochastic unit root model with an application to derivative pricing
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Testing stationarity of functional time series
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS
- On limit theorems for Banach-space-valued linear processes
- OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
- A moment-based notion of time dependence for functional time series
- Invariance principles for tempered fractionally integrated processes
- Boundary Limit Theory for Functional Local to Unity Regression
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
- Long-Range Dependent Curve Time Series
- A note on Herglotz's theorem for time series on function spaces
- Change point tests in functional factor models with application to yield curves
- Principal components analysis of regularly varying functions
- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Point optimal testing with roots that are functionally local to unity
- Hybrid stochastic local unit roots
- Local Whittle estimation of long‐range dependence for functional time series
This page was built for publication: Tempered functional time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6135345)