Frequency domain theory for functional time series: variance decomposition and an invariance principle
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Publication:2175006
DOI10.3150/20-BEJ1199zbMath1441.62931OpenAlexW3018816789MaRDI QIDQ2175006
Neda Mohammadi Jouzdani, Piotr S. Kokoszka
Publication date: 27 April 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1587974545
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Inference from stochastic processes and spectral analysis (62M15)
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Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Tempered functional time series ⋮ Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems
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