Pages that link to "Item:Q1933592"
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The following pages link to Weak invariance principles for sums of dependent random functions (Q1933592):
Displayed 29 items.
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Test of independence for functional data (Q391591) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- On weak invariance principles for sums of dependent random functionals (Q2435751) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Break point detection for functional covariance (Q6073412) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
- Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
- Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)