Pages that link to "Item:Q888330"
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The following pages link to Testing for independence between functional time series (Q888330):
Displaying 23 items.
- Gap between orthogonal projectors -- application to stationary processes (Q268775) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Test of independence for functional data (Q391591) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- On functional data analysis and related topics (Q2078520) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- Testing Separability of Functional Time Series (Q4684337) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Most stringent test of independence for time series (Q5083896) (← links)
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization (Q5087150) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
