Pages that link to "Item:Q2447653"

The following pages link to Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653):

Displaying 40 items.

• A randomness test for functional panels (Q311801) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
• On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
• On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• Functional data analysis by matrix completion (Q1731742) (← links)
• High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
• Testing for periodicity in functional time series (Q1991685) (← links)
• Functional estimation of anisotropic covariance and autocovariance operators on the sphere (Q2084469) (← links)
• Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems (Q2102970) (← links)
• Prediction theory for stationary functional time series (Q2135727) (← links)
• Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
• A note on Herglotz's theorem for time series on function spaces (Q2175334) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
• SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
• Procrustes metrics on covariance operators and optimal transportation of Gaussian processes (Q2317000) (← links)
• Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
• A moment-based notion of time dependence for functional time series (Q2330725) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• Asymptotics for spherical functional autoregressions (Q2656599) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
• A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• Estimation in Functional Lagged Regression (Q5256819) (← links)
• Tempered functional time series (Q6135345) (← links)
• Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
• Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
• White noise testing for functional time series (Q6158229) (← links)
• Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications (Q6197997) (← links)
• Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
• Asymptotics for isotropic Hilbert-valued spherical random fields (Q6565299) (← links)
• A journey from univariate to multivariate functional time series: a comprehensive review (Q6604354) (← links)
• Quantitative limit theorems and bootstrap approximations for empirical spectral projectors (Q6617183) (← links)
• On some stable linear functional regression estimators based on random projections (Q6640084) (← links)
• Functional data analysis: an introduction and recent developments (Q6649359) (← links)