Pages that link to "Item:Q738082"
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The following pages link to Functional data analysis for volatility (Q738082):
Displaying 28 items.
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Dynamic single-index model for functional data (Q525915) (← links)
- Continuously dynamic additive models for functional data (Q739578) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- Bayesian functional data modeling for heterogeneous volatility (Q1699658) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
- Bagging-enhanced sampling schedule for functional quadratic regression (Q2074638) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes (Q2464245) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Splines for financial volatility (Q2920261) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- Forecasting intraday S&P 500 index returns: A functional time series approach (Q4687632) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Inference on volatility curve at high frequencies via functional data analysis (Q5867750) (← links)
- An autocovariance-based learning framework for high-dimensional functional time series (Q6150516) (← links)
- Intraday Periodic Volatility Curves (Q6567911) (← links)
- Time series of functional data with application to yield curves (Q6574610) (← links)
- Supervised dimension reduction for functional time series (Q6640078) (← links)
- Functional sufficient dimension reduction through information maximization with application to classification (Q6662613) (← links)
