The following pages link to Weakly dependent functional data (Q973886):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Test of independence for functional data (Q391591) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Detecting and estimating changes in dependent functional data (Q432320) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Monitoring multivariate time series (Q511999) (← 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)
- Estimation in functional linear quantile regression (Q741818) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Recent developments in complex and spatially correlated functional data (Q783297) (← links)
- Simultaneous inference of the mean of functional time series (Q887244) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Functional regression with repeated eigenvalues (Q900921) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- A note on strong-consistency of componentwise ARH(1) predictors (Q1726790) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- Convergence of nonparametric functional regression estimates with functional responses (Q1950865) (← links)
- Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
- Dependent functional data (Q1952694) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Testing for periodicity in functional time series (Q1991685) (← 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)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
