The following pages link to freqdom.fda (Q52046):
Displaying 30 items.
- (Q110928) (redirect page) (← links)
- A randomness test for functional panels (Q311801) (← links)
- 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)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Locally stationary functional time series (Q1697469) (← 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)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- A note on Herglotz's theorem for time series on function spaces (Q2175334) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Functional single-index quantile regression models (Q2195823) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes (Q4632273) (← links)
- Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
- Dynamic principal component analysis with missing values (Q5861402) (← links)
