Pages that link to "Item:Q901286"
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The following pages link to On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286):
Displaying 11 items.
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← 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)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
