Pages that link to "Item:Q2215748"
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The following pages link to Testing for stationarity of functional time series in the frequency domain (Q2215748):
Displaying 31 items.
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Testing trend stationarity of functional time series with application to yield and daily price curves (Q1748622) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Prediction theory for stationary functional time series (Q2135727) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- A note on Herglotz's theorem for time series on function spaces (Q2175334) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- SPHARMA approximations for stationary functional time series on the sphere (Q2243556) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Asymptotics for spherical functional autoregressions (Q2656599) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- A Frequency Domain Test for Propriety of Complex-Valued Vector Time Series (Q4620670) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization (Q5087150) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← 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)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← 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)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Functional principal component analysis for cointegrated functional time series (Q6194053) (← links)
- Functional time series forecasting: functional singular spectrum analysis approaches (Q6548881) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Statistical analysis of irregularly spaced spatial data in frequency domain (Q6604025) (← links)
- On distributional autoregression and iterated transportation (Q6604026) (← links)
