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Local Whittle estimation of long‐range dependence for functional time series - MaRDI portal

Local Whittle estimation of long‐range dependence for functional time series (Q5012859)

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scientific article; zbMATH DE number 7433905
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English
Local Whittle estimation of long‐range dependence for functional time series
scientific article; zbMATH DE number 7433905

    Statements

    title
    Local Whittle estimation of long‐range dependence for functional time series (English)
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    author
    Degui Li
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    Han Lin Shang
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    Peter M. Robinson
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    publication date
    25 November 2021
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    zbMATH Keywords
    long-range dependence
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    periodogram
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    functional data
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    functional principal component analysis
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    local Whittle estimation
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    cites work
    Q4865042
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    Tests for Hurst effect
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    Q3399435
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    Q3265185
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    Q3827437
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    Q4682143
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H25
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    62R10
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    60G18
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    60B12
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    zbMATH DE Number
    7433905
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    OpenAlex ID
    W3112415927
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    DOI
    10.1111/JTSA.12577
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