Pages that link to "Item:Q512020"
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The following pages link to An innovations algorithm for the prediction of functional linear processes (Q512020):
Displaying 10 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- On projection methods for functional time series forecasting (Q2078562) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)
