Pages that link to "Item:Q2512788"
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The following pages link to Empirical properties of forecasts with the functional autoregressive model (Q2512788):
Displaying 13 items.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Dependent functional data (Q1952694) (← links)
- Detecting a structural change in functional time series using local Wilcoxon statistic (Q2010820) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- Functional prediction of intraday cumulative returns (Q4970962) (← links)
- Functional Time Series Prediction Under Partial Observation of the Future Curve (Q6107210) (← links)
- A new approach for time domain analysis of multivariate and functional time series (Q6192200) (← links)