Pages that link to "Item:Q957330"
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The following pages link to Curve forecasting by functional autoregression (Q957330):
Displaying 42 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
- Test of independence for functional data (Q391591) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes (Q392108) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Functional linear regression with functional response (Q1676375) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- Dependent functional data (Q1952694) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Shape-preserving prediction for stationary functional time series (Q2233562) (← links)
- Exponential bounds for intensity of jumps (Q2261925) (← links)
- Best linear predictor of a \(C_{[0, 1]}\)-valued functional autoregressive process (Q2322611) (← links)
- Forecasting functional time series (Q2510693) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Empirical properties of forecasts with the functional autoregressive model (Q2512788) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS (Q5059129) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- Improved functional portmanteau tests (Q5107400) (← links)
- Detecting trends in time series of functional data: A study of Antarctic climate change (Q5175765) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES (Q5859555) (← links)
- White noise testing for functional time series (Q6158229) (← links)
