Pages that link to "Item:Q1697469"
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The following pages link to Locally stationary functional time series (Q1697469):
Displaying 24 items.
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- A note on Herglotz's theorem for time series on function spaces (Q2175334) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications (Q6197997) (← links)
- Trend filtering for functional data (Q6548836) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- An RKHS approach for pivotal inference in functional linear regression (Q6593374) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
