Pages that link to "Item:Q2219213"
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The following pages link to Functional ARCH and GARCH models: a Yule-Walker approach (Q2219213):
Displaying 7 items.
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)
- Trend filtering for functional data (Q6548836) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Functional horseshoe smoothing for functional trend estimation (Q6593377) (← links)
- Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)