The following pages link to Weakly dependent functional data (Q973886):
Displaying 44 items.
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- Principal Component Analysis of Spatially Indexed Functions (Q6044633) (← links)
- Asynchronous changepoint estimation for spatially correlated functional time series (Q6045990) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Break point detection for functional covariance (Q6073412) (← links)
- Functional Time Series Prediction Under Partial Observation of the Future Curve (Q6107210) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Tempered functional time series (Q6135345) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Factor-augmented Model for Functional Data (Q6144617) (← links)
- An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)
- Comparison between spatio‐temporal random processes and application to climate model data (Q6179633) (← links)
- Variation pattern classification of functional data (Q6180913) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- Time series of functional data with application to yield curves (Q6574610) (← links)
- Stochastic evolution of distributions and functional Bollinger bands (Q6580710) (← links)
- An RKHS approach for pivotal inference in functional linear regression (Q6593374) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
- Review on functional data classification (Q6604352) (← links)
- A journey from univariate to multivariate functional time series: a comprehensive review (Q6604354) (← links)
- Detecting the complexity of a functional time series (Q6611225) (← links)
- Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency (Q6620973) (← links)
- Detection and estimation of structural breaks in high-dimensional functional time series (Q6621544) (← links)
- Variable Selection for the Prediction of <i>C</i>[0,1]-Valued Autoregressive Processes using Reproducing Kernel Hilbert Spaces (Q6621629) (← links)
- Structural break analysis for spectrum and trace of covariance operators (Q6626124) (← links)
- Scalable multiple changepoint detection for functional data sequences (Q6626426) (← links)
- Functional forecasting of dissolved oxygen in high-frequency vertical lake profiles (Q6626591) (← links)
- Nonlinear prediction of functional time series (Q6626601) (← links)
- Elastic functional changepoint detection of climate impacts from localized sources (Q6626636) (← links)
- Contrast tests for groups of functional data (Q6632382) (← links)
- Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)
- Fractionally integrated curve time series with cointegration (Q6635575) (← links)
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
- Graphical Principal Component Analysis of Multivariate Functional Time Series (Q6651414) (← links)
