Pages that link to "Item:Q1990591"
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The following pages link to Sieve bootstrap for functional time series (Q1990591):
Displayed 11 items.
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Principal Component Analysis of Spatially Indexed Functions (Q6044633) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Bootstrap Prediction Bands for Functional Time Series (Q6165285) (← links)