The following pages link to (Q4473007):
Displaying 19 items.
- Identifying the spectral representation of Hilbertian time series (Q312080) (← links)
- Minimax adaptive tests for the functional linear model (Q355113) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- Empirical dynamics for longitudinal data (Q620557) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- The ARHD model (Q861222) (← links)
- CLT in functional linear regression models (Q880935) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
- Some laws of the iterated logarithm in Hilbertian autoregressive models (Q1765623) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- Covariate adjusted functional principal components analysis for longitudinal data (Q2380101) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- Properties of principal component methods for functional and longitudinal data analysis (Q2500460) (← links)
- High-dimensional principal projections (Q2514169) (← links)
- Empirical Dynamics and Functional Data Analysis (Q3298467) (← links)