Pages that link to "Item:Q5283412"

The following pages link to A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412):

Displaying 23 items.

• Bootstrap methods for stationary functional time series (Q1702275) (← links)
• High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
• Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
• Clustering and forecasting multiple functional time series (Q2080765) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
• Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
• DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING (Q4972119) (← links)
• Bootstrapping covariance operators of functional time series (Q4987545) (← links)
• Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
• A robust functional time series forecasting method (Q5107356) (← links)
• Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
• Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
• Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
• Long-Range Dependent Curve Time Series (Q5130636) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
• Inference in functional factor models with applications to yield curves (Q6134635) (← links)
• Tempered functional time series (Q6135345) (← links)
• Functional principal component analysis for cointegrated functional time series (Q6194053) (← links)
• A journey from univariate to multivariate functional time series: a comprehensive review (Q6604354) (← links)
• Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
• Multiple change point detection in functional data with applications to biomechanical fatigue data (Q6665498) (← links)