Cited in
(40)- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Sieve bootstrap for functional time series
- Testing stationarity of functional time series
- Dynamic principal component analysis with missing values
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Testing for periodicity in functional time series
- Dynamic principal component regression for forecasting functional time series in a group structure
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
- White noise testing and model diagnostic checking for functional time series
- Sparsely observed functional time series: estimation and prediction
- Extremes of projections of functional time series on data-driven basis systems
- Functional single-index quantile regression models
- A comparison of Hurst exponent estimators in long-range dependent curve time series
- A randomness test for functional panels
- fda (R)
- meboot
- ftsa
- FUNTA
- pastecs
- pcdpca
- MODISTools
- StFinMetrics
- freqdom
- wwntests
- Dynamic regression models for time-ordered functional data
- Optimal eigen expansions and uniform bounds
- Optimal dimension reduction for high-dimensional and functional time series
- A note on Herglotz's theorem for time series on function spaces
- Detecting deviations from second-order stationarity in locally stationary functional time series
- A moment-based notion of time dependence for functional time series
- Testing equality of spectral density operators for functional processes
- A note on quadratic forms of stationary functional time series under mild conditions
- smcDE
- A bootstrap-based KPSS test for functional time series
- On the CLT for discrete Fourier transforms of functional time series
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Feature extraction for functional time series: theory and application to NIR spectroscopy data
- Locally stationary functional time series
- Bootstrap methods for stationary functional time series
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