Pages that link to "Item:Q4577079"
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The following pages link to Testing Normality of Functional Time Series (Q4577079):
Displaying 12 items.
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Testing the equality of a large number of means of functional data (Q2048122) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← 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)
- Tests of Normality of Functional Data (Q6064134) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
