Pages that link to "Item:Q2512639"

The following pages link to Testing stationarity of functional time series (Q2512639):

Displaying 50 items.

• Optimal eigen expansions and uniform bounds (Q343789) (← 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)
• Recent developments in complex and spatially correlated functional data (Q783297) (← links)
• Testing for independence between functional time series (Q888330) (← links)
• Robust depth-based estimation of the functional autoregressive model (Q1615262) (← links)
• Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
• Bootstrap methods for stationary functional time series (Q1702275) (← links)
• Optimal prediction for additive function-on-function regression (Q1711592) (← links)
• Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
• Sieve bootstrap for functional time series (Q1990591) (← links)
• Testing for periodicity in functional time series (Q1991685) (← links)
• Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
• A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
• Detecting a structural change in functional time series using local Wilcoxon statistic (Q2010820) (← links)
• Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
• Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems (Q2102970) (← links)
• On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
• Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
• Intra-day co-movements of crude oil futures: China and the international benchmarks (Q2150840) (← 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)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
• Principal components analysis of regularly varying functions (Q2325395) (← links)
• A moment-based notion of time dependence for functional time series (Q2330725) (← links)
• Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479) (← links)
• Risk analysis of cumulative intraday return curves (Q2417028) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Rejoinder on: ``Extensions of some classical methods in change point analysis'' (Q2513927) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• KPSS test for functional time series (Q2953440) (← links)
• (Q4583168) (← links)
• Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
• Wasserstein autoregressive models for density time series (Q5030950) (← links)
• Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
• Long-Range Dependent Curve Time Series (Q5130636) (← links)
• Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
• Price signatures (Q5234334) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
• Hill estimator of projections of functional data on principal components (Q5384664) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• A two sample test based on U-statistic for functional data (Q6043150) (← links)
• Nonparametric trend estimation in functional time series with application to annual mortality rates (Q6076497) (← links)
• COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050) (← links)