Weakly dependent functional data

DOI10.1214/09-AOS768zbMath1189.62141arXiv1010.0792OpenAlexW2099053280MaRDI QIDQ973886

Piotr S. Kokoszka, Siegfried Hörmann

Publication date: 26 May 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0792

zbMATH Keywords

asymptoticseigenfunctionschange pointsweak dependencelong-run variancefunctional time seriesfunctional principal components

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Stationary stochastic processes (60G10)

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Uses Software

• fda (R)

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