A note on quadratic forms of stationary functional time series under mild conditions

DOI10.1016/j.spa.2019.12.002zbMath1461.62242arXiv1905.13186OpenAlexW2995253125WikidataQ126555008 ScholiaQ126555008MaRDI QIDQ2182632

Anne van Delft

Publication date: 26 May 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.13186

zbMATH Keywords

time seriesmartingalesspectral analysisfunctional data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Martingales with continuous parameter (60G44)

Related Items (4)

White noise testing for functional time series ⋮ Sparsely observed functional time series: estimation and prediction ⋮ Pivotal tests for relevant differences in the second order dynamics of functional time series ⋮ A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Uses Software

• freqdom.fda

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