The following pages link to Weakly dependent functional data (Q973886):
Displaying 50 items.
- A test for heteroscedasticity in functional linear models (Q2161025) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
- Managing local dependencies in asymptotic theory for maxima of stationary random fields (Q2311599) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes (Q2340309) (← links)
- Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
- Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- On weak invariance principles for sums of dependent random functionals (Q2435751) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← 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)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- A functional version of the ARCH model (Q2847583) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- On nonparametric classification for weakly dependent functional processes (Q4578061) (← links)
- Functional prediction of intraday cumulative returns (Q4970962) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter (Q5160235) (← links)
- A Note on Estimation in Hilbertian Linear Models (Q5177950) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
