The following pages link to Tim Kutta (Q2044327):
Displaying 7 items.
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- The empirical process of residuals from an inverse regression (Q2322945) (← links)
- Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
- Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
- Detection and localization of changes in a panel of densities (Q6656668) (← links)
- Validating approximate slope homogeneity in large panels (Q6664673) (← links)
