Simultaneous inference of the mean of functional time series
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confidence bandsfunctional time serieshigh-frequency datalong-run variancenonparametric regressionspline
Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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Cites work
- A functional version of the ARCH model
- A practical guide to splines.
- A simultaneous confidence band for sparse longitudinal regression
- Bootstrap confidence bands for regression curves and their derivatives
- Confidence bands in nonparametric time series regression
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- Functional linear regression analysis for longitudinal data
- Functional principal component analysis for longitudinal and survival data
- Functional Variance Processes
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- Komlós-Major-Tusnády approximation under dependence
- Linear processes in function spaces. Theory and applications
- Local asymptotics for regression splines and confidence regions
- Nonparametric functional data analysis. Theory and practice.
- On confidence bands in nonparametric density estimation and regression
- On the prediction of stationary functional time series
- Polynomial spline confidence bands for regression curves
- Principal Modes of Variation for Processes with Continuous Sample Curves
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Simultaneous inference for the mean function based on dense functional data
- Strong approximation for a class of stationary processes
- Weakly dependent functional data
Cited in
(15)- Functional estimation for time series: Uniform convergence properties
- Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- scientific article; zbMATH DE number 447043 (Why is no real title available?)
- Simultaneous confidence bands for derivatives of dependent functional data
- Statistical Inference for Functional Time Series
- Statistical Inference for Functional Time Series: Autocovariance Function
- Simultaneous inference and uniform test for eigensystems of functional data
- Detecting long-range dependence for time-varying linear models
- An RKHS approach for pivotal inference in functional linear regression
- Simultaneous inference of a partially linear model in time series
- Statistical inference and goodness-of-fit test in functional data via error distribution function
- Simultaneous inference for the distribution of functional principal component scores
- Adaptive estimation for weakly dependent functional times series
- Structural change detection for mean and scale functions in nonstationary functional time series
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