Inference for the autocovariance of a functional time series under conditional heteroscedasticity
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Publication:91428
DOI10.1016/J.JMVA.2017.08.004zbMATH Open1378.62073OpenAlexW2755085875MaRDI QIDQ91428FDOQ91428
Piotr S. Kokoszka, Gregory Rice, Gregory Rice, Han Lin Shang, Han Lin Shang, Piotr Kokoszka
Publication date: November 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/139056
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Cited In (18)
- Long-Range Dependent Curve Time Series
- White noise testing for functional time series
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- An RKHS approach for pivotal inference in functional linear regression
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
- Tests for conditional heteroscedasticity of functional data
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
- Intra-day co-movements of crude oil futures: China and the international benchmarks
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series
- Projection-based white noise and goodness-of-fit tests for functional time series
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- Bootstrap Prediction Bands for Functional Time Series
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Risk analysis of cumulative intraday return curves
- Functional ARCH and GARCH models: a Yule-Walker approach
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- wwntests
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