Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158)

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scientific article; zbMATH DE number 6918359
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Adaptive bandwidth selection in the long run covariance estimator of functional time series
scientific article; zbMATH DE number 6918359

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    Adaptive bandwidth selection in the long run covariance estimator of functional time series (English)
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    15 August 2018
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    functional data
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    long run covariance
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    mean squared error
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    optimal bandwidth
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