Pages that link to "Item:Q1659158"
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The following pages link to Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158):
Displaying 10 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
