Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series

DOI10.1214/23-EJS2112OpenAlexW4319442671MaRDI QIDQ2689595

Joel A. Dubin, Chi-Kuang Yeh, Gregory Rice

Publication date: 13 March 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.05806

zbMATH Keywords

robustnessforecastingfunctional dataserial dependencemodel diagnosis

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

White noise testing for functional time series

Uses Software

• R
• forecast
• fda (R)
• Forecast
• astsa

Cites Work

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