Pages that link to "Item:Q730448"
From MaRDI portal
The following pages link to On the CLT for discrete Fourier transforms of functional time series (Q730448):
Displaying 14 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
- White noise testing for functional time series (Q6158229) (← links)
