Pages that link to "Item:Q5378118"
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The following pages link to Dynamic Functional Principal Components (Q5378118):
Displayed 16 items.
- freqdom.fda (Q52046) (← 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)
- Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan'' by P. Secchi, S. Vantini, and V. Vitelli (Q497823) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← 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)
- 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)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)