Pages that link to "Item:Q355089"
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The following pages link to Fourier analysis of stationary time series in function space (Q355089):
Displaying 16 items.
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- Principal Component Analysis of Spatially Indexed Functions (Q6044633) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Tempered functional time series (Q6135345) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications (Q6197997) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- Asymptotics for isotropic Hilbert-valued spherical random fields (Q6565299) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Statistical analysis of irregularly spaced spatial data in frequency domain (Q6604025) (← links)
