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Bootstrapping covariance operators of functional time series (Q4987545)

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scientific article; zbMATH DE number 7342629

Language	Label	Description	Also known as
English	Bootstrapping covariance operators of functional time series	scientific article; zbMATH DE number 7342629

Statements

scholarly article

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Bootstrapping covariance operators of functional time series (English)

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Olimjon Sh. Sharipov

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Journal of Nonparametric Statistics

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publication date

3 May 2021

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full work available at URL

https://arxiv.org/abs/1904.06721

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zbMATH Keywords

covariance operator

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autocovariance

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functional time series

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bootstrap

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MaRDI profile type

MaRDI publication profile

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Recent advances in functional data analysis and high-dimensional statistics

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Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction

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Detecting Changes in the Mean of Functional Observations

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On the asymptotic normality of kernel estimators of the long run covariance of functional time series

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Testing equality between several populations covariance operators

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Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation

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Estimation of mean and covariance operator of autoregressive processes in Banach spaces

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Change-point detection and bootstrap for Hilbert space valued random fields

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The use of subseries values for estimating the variance of a general statistic from a stationary sequence

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Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

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Testing the Equality of Covariance Operators in Functional Samples

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An introduction to recent advances in high/infinite dimensional statistics

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Inference for functional data with applications

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Testing for independence between functional time series

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Testing for a change in covariance operator

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Fourier analysis of stationary time series in function space

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Sieve bootstrap for functional time series

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Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data

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Distances and inference for covariance operators

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Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem

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A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series

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Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series

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Bootstrap methods for stationary functional time series

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Sequential block bootstrap in a Hilbert space with application to change point analysis

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Two sample inference for the second-order property of temporally dependent functional data

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Identifiers

zbMATH Open document ID

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10.1080/10485252.2020.1771334

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4987545

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