Pages that link to "Item:Q4987545"
From MaRDI portal
The following pages link to Bootstrapping covariance operators of functional time series (Q4987545):
Displaying 10 items.
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- 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)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← 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)
- Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data (Q5384405) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
- Adaptive parametric change point inference under covariance structure changes (Q6581302) (← links)
- Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces (Q6595789) (← links)
