Pages that link to "Item:Q620552"
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The following pages link to Identifying the finite dimensionality of curve time series (Q620552):
Displaying 35 items.
- Identifying the spectral representation of Hilbertian time series (Q312080) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- A survey of functional principal component analysis (Q1621666) (← links)
- Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Dependent functional data (Q1952694) (← links)
- Wavelet estimation of the dimensionality of curve time series (Q2023457) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- The correction term in a small-ball probability factorization for random curves (Q2078563) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Testing for the rank of a covariance operator (Q2112827) (← links)
- Poisson reduced-rank models with sparse loadings (Q2132046) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach (Q4916922) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- FSEM: Functional Structural Equation Models for Twin Functional Data (Q5229916) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- A new estimation in functional linear concurrent model with covariate dependent and noise contamination (Q6054660) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
- Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
- Detecting the complexity of a functional time series (Q6611225) (← links)
- Functional Linear Regression: Dependence and Error Contamination (Q6620868) (← links)
- Fractionally integrated curve time series with cointegration (Q6635575) (← links)
