Pages that link to "Item:Q1947593"
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The following pages link to Asymptotic normality of the principal components of functional time series (Q1947593):
Displaying 26 items.
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space (Q512001) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← 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)
- Local functional principal component analysis (Q941063) (← links)
- Dependent functional data (Q1952694) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Comments on ``Modular regression -- a Lego system for building structured additive distributional regression models with tensor product interactions'' (Q2273142) (← links)
- Inferential procedures for partially observed functional data (Q2274966) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
- A Geometric Approach to Confidence Regions and Bands for Functional Parameters (Q4603811) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Simultaneous inference and uniform test for eigensystems of functional data (Q6554252) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Structural break analysis for spectrum and trace of covariance operators (Q6626124) (← links)
